-29.3%
DASH vs RKT
-7.1%
-22.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.5% | -9.0% | +4.4% | -1.3% |
| 30D | -6.8% | +30.2% | -37.0% | -15.1% |
| 3M | -20.7% | -8.8% | -11.8% | -18.5% |
| 6M | +15.1% | -0.9% | +16.0% | +13.4% |
| YTD | -24.3% | -29.2% | +4.9% | -18.0% |
| 1Y | -12.1% | -20.1% | +7.9% | -9.5% |
| 3Y | +91.1% | +81.3% | +9.7% | +1.6% |
| All | -29.3% | -7.1% | -22.3% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling