+101.8%
DASH vs ROK
+49.7%
+52.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | +0.3% |
| 7D | +0.4% | -13.8% | +14.2% | +4.8% |
| 30D | -6.0% | -14.9% | +8.9% | -1.7% |
| 3M | -15.8% | -14.7% | -1.1% | -12.0% |
| 6M | +7.0% | -17.7% | +24.6% | +12.3% |
| YTD | -20.7% | -2.5% | -18.2% | -20.9% |
| 1Y | -8.5% | +2.3% | -10.8% | -10.1% |
| 3Y | +101.8% | +52.7% | +49.0% | +57.1% |
| All | +101.8% | +49.7% | +52.1% | +57.1% |
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