-5.1%
DASH vs RL
+332.3%
-337.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -7.3% | -2.1% | -5.6% |
| 7D | +0.5% | -4.7% | +5.2% | +3.3% |
| 30D | -7.1% | +3.6% | -10.6% | -8.4% |
| 3M | -13.2% | +0.5% | -13.7% | -13.5% |
| 6M | +8.3% | +6.6% | +1.7% | +3.6% |
| YTD | -20.6% | +8.8% | -29.4% | -25.5% |
| 1Y | -24.4% | +21.8% | -46.2% | -33.6% |
| 3Y | +94.5% | +245.8% | -151.3% | -12.7% |
| 5Y | -9.4% | +230.0% | -239.4% | -61.4% |
| All | -5.1% | +332.3% | -337.3% | -62.7% |
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