+7.4%
DASH vs RRC
+156.2%
-148.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.8% | -4.4% |
| 7D | -10.6% | +1.3% | -11.9% | -10.8% |
| 30D | +2.2% | +10.1% | -8.0% | +0.1% |
| 3M | +32.3% | +4.0% | +28.3% | +30.7% |
| 6M | +19.1% | +1.6% | +17.5% | +17.7% |
| YTD | -6.5% | +19.7% | -26.2% | -11.3% |
| 1Y | -14.9% | +21.4% | -36.3% | -20.0% |
| 3Y | +151.9% | +29.7% | +122.3% | +128.6% |
| All | +7.4% | +156.2% | -148.8% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling