+153.0%
DASH vs RL
+212.5%
-59.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.0% | -6.7% | -5.4% |
| 7D | -10.6% | -0.8% | -9.8% | -10.4% |
| 30D | +2.2% | -7.8% | +9.9% | +5.0% |
| 3M | +32.3% | -4.0% | +36.3% | +33.8% |
| 6M | +19.1% | -1.9% | +21.0% | +18.5% |
| YTD | -6.5% | -0.2% | -6.3% | -7.7% |
| 1Y | -14.9% | +10.7% | -25.6% | -19.7% |
| All | +153.0% | +212.5% | -59.4% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling