-5.1%
DASH vs RDW
-9.6%
+4.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.1% | -0.9% |
| 7D | -12.8% | +3.6% | -16.4% | -13.4% |
| 30D | -6.0% | -18.4% | +12.4% | -3.2% |
| 3M | +26.7% | -32.1% | +58.8% | +32.3% |
| 6M | +11.7% | +10.9% | +0.8% | +2.2% |
| YTD | -12.9% | +40.8% | -53.7% | -26.6% |
| 1Y | -23.1% | +31.1% | -54.2% | -35.6% |
| 3Y | +140.0% | +245.2% | -105.1% | +25.1% |
| 5Y | -5.1% | -16.7% | +11.7% | -44.6% |
| All | -5.1% | -9.6% | +4.5% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling