+136.8%
DASH vs RDW
+244.1%
-107.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.1% | -1.1% |
| 7D | -12.8% | +3.6% | -16.4% | -13.2% |
| 30D | -6.0% | -18.4% | +12.4% | -4.3% |
| 3M | +26.7% | -32.1% | +58.8% | +30.2% |
| 6M | +11.7% | +10.9% | +0.8% | +5.7% |
| YTD | -12.9% | +40.8% | -53.7% | -21.7% |
| 1Y | -23.1% | +31.1% | -54.2% | -31.1% |
| All | +136.8% | +244.1% | -107.2% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling