-5.9%
DASH vs ROP
+18.5%
-24.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | -10.2% | -2.9% | -7.3% | -8.6% |
| 30D | -8.2% | +30.1% | -38.3% | -22.6% |
| 3M | -15.9% | +19.9% | -35.8% | -25.3% |
| 6M | +13.3% | +46.0% | -32.7% | -12.6% |
| YTD | -21.3% | +8.4% | -29.6% | -26.1% |
| 1Y | -11.1% | +8.8% | -20.0% | -17.0% |
| 3Y | +103.8% | -5.6% | +109.4% | +104.5% |
| 5Y | -21.6% | +3.0% | -24.6% | -31.1% |
| All | -5.9% | +18.5% | -24.4% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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