+11.7%
DASH vs ROST
+115.5%
-103.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.4% |
| 7D | -10.6% | +0.9% | -11.5% | -11.0% |
| 30D | +2.2% | -8.9% | +11.0% | +7.1% |
| 3M | +32.3% | -0.8% | +33.1% | +32.2% |
| 6M | +19.1% | +8.5% | +10.6% | +12.8% |
| YTD | -6.5% | +28.6% | -35.1% | -19.8% |
| 1Y | -14.9% | +52.3% | -67.2% | -34.0% |
| 3Y | +151.9% | +94.8% | +57.1% | +63.8% |
| 5Y | +9.4% | +110.8% | -101.3% | -39.3% |
| All | +11.7% | +115.5% | -103.8% | -34.2% |
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