-5.1%
DASH vs ROL
+10.5%
-15.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.0% | -10.4% | -9.9% |
| 7D | +0.5% | +11.7% | -11.2% | -4.5% |
| 30D | -7.1% | +27.7% | -34.8% | -17.1% |
| 3M | -13.2% | +3.7% | -16.9% | -14.9% |
| 6M | +8.3% | -27.8% | +36.1% | +25.4% |
| YTD | -20.6% | -34.7% | +14.1% | -3.7% |
| 1Y | -24.4% | -34.1% | +9.7% | -8.8% |
| 3Y | +94.5% | +5.9% | +88.6% | +74.4% |
| 5Y | -9.4% | +15.6% | -25.1% | -27.8% |
| All | -5.1% | +10.5% | -15.5% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling