-4.5%
DASH vs ROK
+71.9%
-76.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | -1.1% |
| 7D | -4.8% | -11.5% | +6.7% | +1.1% |
| 30D | -7.9% | -10.0% | +2.1% | -3.2% |
| 3M | -16.3% | -11.4% | -4.9% | -11.5% |
| 6M | +10.4% | -13.7% | +24.1% | +17.2% |
| YTD | -20.1% | +1.0% | -21.1% | -23.0% |
| 1Y | -11.4% | +5.6% | -17.1% | -17.0% |
| 3Y | +114.1% | +59.1% | +55.0% | +42.4% |
| 5Y | -5.8% | +26.1% | -31.9% | -34.0% |
| All | -4.5% | +71.9% | -76.4% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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