-9.5%
DASH vs RL
+337.4%
-346.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | 0.0% |
| 7D | -4.5% | +2.6% | -7.1% | -5.9% |
| 30D | -6.8% | +2.9% | -9.7% | -7.9% |
| 3M | -20.7% | 0.0% | -20.7% | -20.7% |
| 6M | +15.1% | +17.1% | -2.1% | +4.9% |
| YTD | -24.3% | +10.1% | -34.4% | -29.5% |
| 1Y | -12.1% | +17.3% | -29.5% | -21.3% |
| 3Y | +91.1% | +249.3% | -158.3% | -14.7% |
| 5Y | -30.3% | +240.9% | -271.2% | -70.6% |
| All | -9.5% | +337.4% | -346.9% | -64.7% |
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