-5.2%
DASH vs RL
+326.4%
-331.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | +0.6% |
| 7D | +0.4% | -4.2% | +4.5% | +2.9% |
| 30D | -6.0% | +4.3% | -10.3% | -7.7% |
| 3M | -15.8% | -4.6% | -11.2% | -13.8% |
| 6M | +7.0% | +1.7% | +5.2% | +4.8% |
| YTD | -20.7% | +7.3% | -28.0% | -25.1% |
| 1Y | -8.5% | +20.8% | -29.3% | -19.4% |
| 3Y | +101.8% | +247.0% | -145.2% | -9.8% |
| 5Y | -9.6% | +225.5% | -235.0% | -61.2% |
| All | -5.2% | +326.4% | -331.5% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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