-4.5%
DASH vs ROST
+121.9%
-126.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.8% | -0.6% |
| 7D | -4.8% | +2.8% | -7.6% | -5.9% |
| 30D | -7.9% | +6.6% | -14.5% | -10.8% |
| 3M | -16.3% | -7.0% | -9.4% | -13.2% |
| 6M | +10.4% | +5.4% | +5.0% | +6.3% |
| YTD | -20.1% | +32.4% | -52.5% | -32.5% |
| 1Y | -11.4% | +48.4% | -59.8% | -30.1% |
| 3Y | +114.1% | +99.5% | +14.6% | +37.3% |
| 5Y | -5.8% | +109.9% | -115.6% | -48.1% |
| All | -4.5% | +121.9% | -126.4% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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