-5.2%
DASH vs RKT
-14.3%
+9.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.5% |
| 7D | +0.4% | +17.7% | -17.3% | -3.4% |
| 30D | -6.0% | +31.6% | -37.7% | -12.1% |
| 3M | -15.8% | +13.9% | -29.7% | -18.7% |
| 6M | +7.0% | +2.8% | +4.2% | +4.8% |
| YTD | -20.7% | -22.2% | +1.5% | -18.0% |
| 1Y | -8.5% | -3.5% | -5.0% | -10.5% |
| 3Y | +101.8% | +95.3% | +6.5% | +48.9% |
| 5Y | -9.6% | -0.4% | -9.2% | -29.4% |
| All | -5.2% | -14.3% | +9.1% | -24.0% |
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