-7.0%
DASH vs RL
+226.8%
-233.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | +0.6% |
| 7D | +0.4% | -4.2% | +4.5% | +3.1% |
| 30D | -6.0% | +4.3% | -10.3% | -7.9% |
| 3M | -15.8% | -4.6% | -11.2% | -13.6% |
| 6M | +7.0% | +1.7% | +5.2% | +4.6% |
| YTD | -20.7% | +7.3% | -28.0% | -25.6% |
| 1Y | -8.5% | +20.8% | -29.3% | -20.6% |
| 3Y | +101.8% | +247.0% | -145.2% | -22.0% |
| All | -7.0% | +226.8% | -233.8% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling