+7.4%
DASH vs ROL
-3.8%
+11.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.8% |
| 7D | -10.6% | -1.4% | -9.1% | -10.0% |
| 30D | +2.2% | -4.1% | +6.2% | +4.1% |
| 3M | +32.3% | -22.5% | +54.8% | +48.4% |
| 6M | +19.1% | -37.7% | +56.8% | +48.2% |
| YTD | -6.5% | -39.6% | +33.1% | +17.9% |
| 1Y | -14.9% | -36.0% | +21.1% | +3.5% |
| 3Y | +151.9% | -5.1% | +157.1% | +135.9% |
| All | +7.4% | -3.8% | +11.2% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling