-9.5%
DASH vs RCL
+298.5%
-308.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -4.5% | -1.2% | -3.4% | -4.0% |
| 30D | -6.8% | +17.8% | -24.6% | -13.2% |
| 3M | -20.7% | +4.9% | -25.6% | -22.5% |
| 6M | +15.1% | +23.7% | -8.7% | +4.1% |
| YTD | -24.3% | +17.8% | -42.1% | -31.9% |
| 1Y | -12.1% | +28.9% | -41.1% | -24.8% |
| 3Y | +91.1% | +241.9% | -150.8% | -2.7% |
| 5Y | -30.3% | +295.4% | -325.7% | -70.5% |
| All | -9.5% | +298.5% | -308.0% | -58.4% |
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