-3.0%
DASH vs RDW
+1.6%
-4.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.7% |
| 7D | -9.4% | +4.8% | -14.3% | -10.2% |
| 30D | -5.2% | -19.5% | +14.4% | -2.2% |
| 3M | +33.1% | -26.9% | +60.0% | +37.3% |
| 6M | +18.3% | +17.8% | +0.5% | +7.3% |
| YTD | -11.2% | +43.0% | -54.3% | -25.2% |
| 1Y | -21.9% | +32.1% | -54.0% | -34.5% |
| 3Y | +144.7% | +250.6% | -106.0% | +29.2% |
| 5Y | -4.4% | -6.6% | +2.2% | -44.1% |
| All | -3.0% | +1.6% | -4.6% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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