-5.2%
DASH vs RCL
+303.3%
-308.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.8% |
| 7D | +0.4% | +6.5% | -6.1% | -2.2% |
| 30D | -6.0% | +15.9% | -21.9% | -11.8% |
| 3M | -15.8% | +2.7% | -18.4% | -16.9% |
| 6M | +7.0% | +15.2% | -8.3% | -0.1% |
| YTD | -20.7% | +19.2% | -39.9% | -29.0% |
| 1Y | -8.5% | +31.6% | -40.1% | -22.4% |
| 3Y | +101.8% | +274.2% | -172.4% | -1.6% |
| 5Y | -9.6% | +250.1% | -259.6% | -61.1% |
| All | -5.2% | +303.3% | -308.5% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling