-5.1%
DASH vs RRC
+649.0%
-654.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.7% | -5.7% | -8.7% |
| 7D | +0.5% | -6.9% | +7.4% | +1.8% |
| 30D | -7.1% | +25.4% | -32.5% | -11.6% |
| 3M | -13.2% | +31.9% | -45.1% | -18.4% |
| 6M | +8.3% | +17.2% | -8.9% | +3.9% |
| YTD | -20.6% | +43.4% | -64.0% | -27.5% |
| 1Y | -24.4% | +36.7% | -61.1% | -30.4% |
| 3Y | +94.5% | +38.8% | +55.7% | +75.2% |
| 5Y | -9.4% | +118.3% | -127.7% | -28.2% |
| All | -5.1% | +649.0% | -654.0% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling