+102.1%
DASH vs ROL
+6.1%
+96.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.0% | -10.4% | -9.7% |
| 7D | +0.5% | +11.7% | -11.2% | -2.6% |
| 30D | -7.1% | +27.7% | -34.8% | -13.1% |
| 3M | -13.2% | +3.7% | -16.9% | -14.0% |
| 6M | +8.3% | -27.8% | +36.1% | +18.2% |
| YTD | -20.6% | -34.7% | +14.1% | -10.6% |
| 1Y | -24.4% | -34.1% | +9.7% | -15.2% |
| All | +102.1% | +6.1% | +96.0% | +77.8% |
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