+102.1%
DASH vs RL
+244.8%
-142.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -7.3% | -2.1% | -6.7% |
| 7D | +0.5% | -4.7% | +5.2% | +2.6% |
| 30D | -7.1% | +3.6% | -10.6% | -7.9% |
| 3M | -13.2% | +0.5% | -13.7% | -13.3% |
| 6M | +8.3% | +6.6% | +1.7% | +5.5% |
| YTD | -20.6% | +8.8% | -29.4% | -23.6% |
| 1Y | -24.4% | +21.8% | -46.2% | -30.5% |
| All | +102.1% | +244.8% | -142.7% | +38.3% |
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