+91.1%
DASH vs ROST
+94.3%
-3.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.2% |
| 7D | -4.5% | +0.3% | -4.8% | -4.6% |
| 30D | -6.8% | +0.5% | -7.3% | -6.6% |
| 3M | -20.7% | -5.2% | -15.5% | -19.2% |
| 6M | +15.1% | +9.8% | +5.2% | +10.9% |
| YTD | -24.3% | +29.4% | -53.7% | -31.2% |
| 1Y | -12.1% | +44.4% | -56.5% | -23.5% |
| 3Y | +91.1% | +95.0% | -3.9% | +48.3% |
| All | +91.1% | +94.3% | -3.2% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling