-5.2%
DASH vs RRC
+627.0%
-632.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.4% |
| 7D | +0.4% | -10.8% | +11.2% | +2.4% |
| 30D | -6.0% | +22.3% | -28.4% | -10.2% |
| 3M | -15.8% | +26.6% | -42.4% | -20.2% |
| 6M | +7.0% | +18.9% | -12.0% | +2.2% |
| YTD | -20.7% | +39.2% | -59.9% | -27.2% |
| 1Y | -8.5% | +34.0% | -42.5% | -15.6% |
| 3Y | +101.8% | +42.0% | +59.8% | +80.6% |
| 5Y | -9.6% | +111.9% | -121.4% | -27.9% |
| All | -5.2% | +627.0% | -632.2% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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