+153.0%
DASH vs ROK
+45.2%
+107.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -5.0% |
| 7D | -10.6% | +0.7% | -11.2% | -10.7% |
| 30D | +2.2% | -3.3% | +5.5% | +3.0% |
| 3M | +32.3% | -5.9% | +38.1% | +33.9% |
| 6M | +19.1% | +13.9% | +5.3% | +13.4% |
| YTD | -6.5% | +12.6% | -19.1% | -10.5% |
| 1Y | -14.9% | +28.6% | -43.5% | -21.9% |
| All | +153.0% | +45.2% | +107.9% | +119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling