-5.2%
DASH vs ROST
+116.3%
-121.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | +0.8% |
| 7D | +0.4% | +1.2% | -0.9% | 0.0% |
| 30D | -6.0% | +2.5% | -8.5% | -7.1% |
| 3M | -15.8% | -9.0% | -6.8% | -11.6% |
| 6M | +7.0% | +1.3% | +5.6% | +5.2% |
| YTD | -20.7% | +29.1% | -49.7% | -32.1% |
| 1Y | -8.5% | +45.4% | -54.0% | -27.1% |
| 3Y | +101.8% | +94.9% | +6.9% | +31.1% |
| 5Y | -9.6% | +104.0% | -113.6% | -49.5% |
| All | -5.2% | +116.3% | -121.5% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling