+101.8%
DASH vs ROL
+3.8%
+97.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.4% |
| 7D | +0.4% | +9.5% | -9.1% | -2.1% |
| 30D | -6.0% | +22.9% | -29.0% | -11.2% |
| 3M | -15.8% | +3.5% | -19.3% | -16.5% |
| 6M | +7.0% | -29.4% | +36.4% | +17.5% |
| YTD | -20.7% | -36.1% | +15.4% | -10.2% |
| 1Y | -8.5% | -34.4% | +25.8% | +2.7% |
| 3Y | +101.8% | +4.0% | +97.8% | +78.6% |
| All | +101.8% | +3.8% | +97.9% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling