+11.7%
DASH vs ROK
+91.6%
-79.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -5.3% |
| 7D | -10.6% | +0.7% | -11.2% | -10.9% |
| 30D | +2.2% | -3.3% | +5.5% | +3.7% |
| 3M | +32.3% | -5.9% | +38.1% | +35.2% |
| 6M | +19.1% | +13.9% | +5.3% | +8.6% |
| YTD | -6.5% | +12.6% | -19.1% | -14.4% |
| 1Y | -14.9% | +28.6% | -43.5% | -28.2% |
| 3Y | +151.9% | +45.1% | +106.8% | +86.6% |
| 5Y | +9.4% | +45.6% | -36.1% | -28.3% |
| All | +11.7% | +91.6% | -79.8% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling