-5.1%
DASH vs ROP
+21.5%
-26.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.3% | -9.1% | -9.2% |
| 7D | +0.5% | +9.2% | -8.7% | -4.7% |
| 30D | -7.1% | +35.5% | -42.6% | -23.6% |
| 3M | -13.2% | +24.4% | -37.6% | -24.7% |
| 6M | +8.3% | +38.0% | -29.7% | -13.0% |
| YTD | -20.6% | +11.1% | -31.6% | -26.6% |
| 1Y | -24.4% | +10.9% | -35.3% | -30.1% |
| 3Y | +94.5% | -0.5% | +95.0% | +87.9% |
| 5Y | -9.4% | +4.5% | -14.0% | -21.7% |
| All | -5.1% | +21.5% | -26.6% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling