-8.9%
DASH vs RKT
-22.0%
+13.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.1% | +1.9% | -1.9% |
| 7D | -4.1% | -7.5% | +3.4% | -2.3% |
| 30D | -10.6% | +26.6% | -37.2% | -15.5% |
| 3M | -18.8% | -2.4% | -16.4% | -18.6% |
| 6M | +11.2% | -7.4% | +18.6% | +12.1% |
| YTD | -23.8% | -29.2% | +5.4% | -19.4% |
| 1Y | -12.2% | -23.5% | +11.4% | -9.0% |
| 3Y | +97.3% | +73.9% | +23.4% | +50.0% |
| 5Y | -29.8% | -6.6% | -23.2% | -44.0% |
| All | -8.9% | -22.0% | +13.1% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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