-7.0%
DASH vs RRC
+110.6%
-117.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.4% |
| 7D | +0.4% | -10.8% | +11.2% | +2.6% |
| 30D | -6.0% | +22.3% | -28.4% | -10.7% |
| 3M | -15.8% | +26.6% | -42.4% | -20.7% |
| 6M | +7.0% | +18.9% | -12.0% | +1.7% |
| YTD | -20.7% | +39.2% | -59.9% | -28.1% |
| 1Y | -8.5% | +34.0% | -42.5% | -16.5% |
| 3Y | +101.8% | +42.0% | +59.8% | +77.4% |
| All | -7.0% | +110.6% | -117.6% | -28.9% |
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