-5.2%
DASH vs ROIV
+288.4%
-293.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -1.1% |
| 7D | +0.4% | +5.3% | -5.0% | -0.4% |
| 30D | -6.0% | +11.9% | -17.9% | -7.7% |
| 3M | -15.8% | +10.7% | -26.5% | -17.7% |
| 6M | +7.0% | +34.9% | -27.9% | +0.8% |
| YTD | -20.7% | +79.2% | -99.8% | -29.0% |
| 1Y | -8.5% | +89.0% | -97.6% | -19.0% |
| 3Y | +101.8% | +337.3% | -235.6% | +53.3% |
| 5Y | -9.6% | +402.3% | -411.9% | -42.8% |
| All | -5.2% | +288.4% | -293.6% | -29.7% |
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