-8.9%
DASH vs RRC
+667.9%
-676.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | -4.1% | +2.5% | -6.6% | -4.5% |
| 30D | -10.6% | +21.1% | -31.8% | -14.4% |
| 3M | -18.8% | +28.4% | -47.2% | -23.2% |
| 6M | +11.2% | +26.5% | -15.2% | +5.1% |
| YTD | -23.8% | +47.0% | -70.8% | -30.8% |
| 1Y | -12.2% | +35.2% | -47.4% | -18.9% |
| 3Y | +97.3% | +61.0% | +36.3% | +72.1% |
| 5Y | -29.8% | +133.6% | -163.4% | -44.8% |
| All | -8.9% | +667.9% | -676.8% | -49.0% |
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