+7.4%
DASH vs ROP
-13.6%
+21.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.6% | -1.1% | -2.0% |
| 7D | -10.6% | -4.4% | -6.1% | -7.5% |
| 30D | +2.2% | +3.2% | -1.1% | -0.3% |
| 3M | +32.3% | +23.1% | +9.2% | +11.7% |
| 6M | +19.1% | +13.3% | +5.8% | +7.4% |
| YTD | -6.5% | -7.9% | +1.3% | -1.6% |
| 1Y | -14.9% | -22.1% | +7.2% | +2.3% |
| 3Y | +151.9% | -16.8% | +168.7% | +172.9% |
| All | +7.4% | -13.6% | +21.0% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling