-5.1%
DASH vs ROIV
+265.8%
-270.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.2% | -5.2% | -8.7% |
| 7D | +0.5% | -2.4% | +2.9% | +1.0% |
| 30D | -7.1% | +3.1% | -10.1% | -7.5% |
| 3M | -13.2% | +5.8% | -19.0% | -14.5% |
| 6M | +8.3% | +29.3% | -21.0% | +2.8% |
| YTD | -20.6% | +68.8% | -89.3% | -28.2% |
| 1Y | -24.4% | +81.0% | -105.4% | -32.6% |
| 3Y | +94.5% | +294.6% | -200.1% | +50.3% |
| 5Y | -9.4% | +373.1% | -382.6% | -42.1% |
| All | -5.1% | +265.8% | -270.9% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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