+5.8%
DASH vs RRX
+51.2%
-45.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.5% | -5.9% | -5.5% |
| 7D | -11.2% | +4.3% | -15.5% | -12.3% |
| 30D | -7.3% | -8.0% | +0.7% | -5.1% |
| 3M | +31.4% | -22.0% | +53.5% | +39.2% |
| 6M | +11.9% | -11.9% | +23.8% | +10.5% |
| YTD | -11.5% | +17.1% | -28.6% | -23.7% |
| 1Y | -20.0% | +14.9% | -34.9% | -30.9% |
| 3Y | +143.9% | +6.9% | +137.0% | +104.8% |
| 5Y | -0.2% | +19.6% | -19.8% | -23.4% |
| All | +5.8% | +51.2% | -45.4% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling