+4.8%
DASH vs ROIV
+281.9%
-277.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.1% | +2.3% | +7.4% |
| 7D | +17.2% | +3.0% | +14.2% | +16.6% |
| 30D | +3.6% | +6.8% | -3.3% | +2.4% |
| 3M | -1.9% | +10.5% | -12.4% | -4.1% |
| 6M | +15.1% | +34.8% | -19.7% | +8.4% |
| YTD | -12.3% | +76.2% | -88.5% | -21.3% |
| 1Y | -17.2% | +92.4% | -109.6% | -27.0% |
| 3Y | +114.7% | +312.0% | -197.2% | +64.7% |
| 5Y | -4.3% | +388.3% | -392.5% | -39.3% |
| All | +4.8% | +281.9% | -277.1% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling