+153.0%
DASH vs RRC
+31.1%
+121.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.8% | -4.5% |
| 7D | -10.6% | +1.3% | -11.9% | -10.7% |
| 30D | +2.2% | +10.1% | -8.0% | +0.8% |
| 3M | +32.3% | +4.0% | +28.3% | +31.4% |
| 6M | +19.1% | +1.6% | +17.5% | +18.2% |
| YTD | -6.5% | +19.7% | -26.2% | -10.5% |
| 1Y | -14.9% | +21.4% | -36.3% | -19.2% |
| All | +153.0% | +31.1% | +121.9% | +142.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling