+11.7%
DASH vs ROIV
+249.0%
-237.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -4.9% |
| 7D | -10.6% | +0.6% | -11.2% | -10.7% |
| 30D | +2.2% | +1.0% | +1.2% | +1.9% |
| 3M | +32.3% | +18.3% | +14.0% | +28.2% |
| 6M | +19.1% | +18.3% | +0.8% | +15.2% |
| YTD | -6.5% | +61.0% | -67.5% | -14.4% |
| 1Y | -14.9% | +177.9% | -192.8% | -29.4% |
| 3Y | +151.9% | +199.1% | -47.1% | +102.3% |
| 5Y | +9.4% | +250.7% | -241.3% | -25.5% |
| All | +11.7% | +249.0% | -237.2% | -15.3% |
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