+114.1%
DASH vs RRC
+51.7%
+62.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.7% |
| 7D | -4.8% | -10.3% | +5.5% | -4.1% |
| 30D | -7.9% | +19.5% | -27.4% | -9.8% |
| 3M | -16.3% | +27.9% | -44.2% | -18.8% |
| 6M | +10.4% | +21.2% | -10.8% | +7.7% |
| YTD | -20.1% | +39.6% | -59.7% | -24.8% |
| 1Y | -11.4% | +31.3% | -42.7% | -15.7% |
| 3Y | +114.1% | +51.9% | +62.1% | +99.5% |
| All | +114.1% | +51.7% | +62.4% | +99.5% |
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