-8.9%
DASH vs ROL
+8.6%
-17.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.5% |
| 7D | -4.1% | -1.7% | -2.4% | -3.3% |
| 30D | -10.6% | +18.5% | -29.1% | -17.4% |
| 3M | -18.8% | +4.3% | -23.1% | -20.6% |
| 6M | +11.2% | -27.7% | +38.9% | +28.6% |
| YTD | -23.8% | -35.8% | +12.0% | -6.9% |
| 1Y | -12.2% | -34.1% | +21.9% | +5.7% |
| 3Y | +97.3% | +2.9% | +94.4% | +79.5% |
| 5Y | -29.8% | +12.7% | -42.6% | -43.4% |
| All | -8.9% | +8.6% | -17.6% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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