+153.0%
DASH vs ROST
+95.5%
+57.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.5% |
| 7D | -10.6% | +0.9% | -11.5% | -10.9% |
| 30D | +2.2% | -8.9% | +11.0% | +5.6% |
| 3M | +32.3% | -0.8% | +33.1% | +32.4% |
| 6M | +19.1% | +8.5% | +10.6% | +14.8% |
| YTD | -6.5% | +28.6% | -35.1% | -16.1% |
| 1Y | -14.9% | +52.3% | -67.2% | -29.1% |
| All | +153.0% | +95.5% | +57.6% | +67.6% |
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