+153.0%
DASH vs RCL
+179.1%
-26.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -10.6% | -5.1% | -5.5% | -8.7% |
| 30D | +2.2% | -19.0% | +21.2% | +11.0% |
| 3M | +32.3% | -9.6% | +41.9% | +37.5% |
| 6M | +19.1% | -6.7% | +25.8% | +21.4% |
| YTD | -6.5% | -3.9% | -2.6% | -7.6% |
| 1Y | -14.9% | -25.1% | +10.2% | -6.2% |
| All | +153.0% | +179.1% | -26.1% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling