-17.2%
DASH vs RDW
-27.8%
+10.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | 0.0% |
| 7D | -4.5% | +7.2% | -11.8% | -5.7% |
| 30D | -6.8% | -10.3% | +3.5% | -6.0% |
| 3M | -20.7% | -41.4% | +20.7% | -14.9% |
| 6M | +15.1% | -32.5% | +47.6% | +15.3% |
| YTD | -24.3% | +1.7% | -26.0% | -33.4% |
| 1Y | -12.1% | +39.0% | -51.2% | -28.1% |
| 3Y | +91.1% | +214.2% | -123.2% | +0.8% |
| 5Y | -30.3% | -31.3% | +1.0% | -56.8% |
| All | -17.2% | -27.8% | +10.5% | -49.3% |
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