+4.8%
DASH vs RCL
+310.7%
-305.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.4% | +1.9% | +5.4% |
| 7D | +17.2% | +11.7% | +5.5% | +11.7% |
| 30D | +3.6% | +21.1% | -17.6% | -4.9% |
| 3M | -1.9% | +2.9% | -4.8% | -3.4% |
| 6M | +15.1% | +29.8% | -14.7% | +1.6% |
| YTD | -12.3% | +21.4% | -33.7% | -22.3% |
| 1Y | -17.2% | +32.0% | -49.3% | -29.9% |
| 3Y | +114.7% | +273.1% | -158.4% | +4.8% |
| 5Y | -4.3% | +288.4% | -292.7% | -59.9% |
| All | +4.8% | +310.7% | -305.9% | -52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling