-5.9%
DASH vs ROL
+10.2%
-16.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -10.2% | +0.8% | -11.0% | -10.6% |
| 30D | -8.2% | +20.6% | -28.8% | -15.9% |
| 3M | -15.9% | +4.5% | -20.4% | -17.8% |
| 6M | +13.3% | -26.5% | +39.8% | +30.0% |
| YTD | -21.3% | -34.8% | +13.5% | -4.5% |
| 1Y | -11.1% | -33.2% | +22.0% | +6.2% |
| 3Y | +103.8% | +4.5% | +99.3% | +84.1% |
| 5Y | -21.6% | +15.5% | -37.2% | -37.5% |
| All | -5.9% | +10.2% | -16.2% | -29.1% |
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