-4.5%
DASH vs RSG
+181.0%
-185.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.8% | +0.3% | -5.1% | -4.9% |
| 30D | -7.9% | +13.8% | -21.7% | -12.1% |
| 3M | -16.3% | +15.4% | -31.7% | -20.5% |
| 6M | +10.4% | +24.1% | -13.8% | +1.7% |
| YTD | -20.1% | +17.8% | -37.9% | -25.1% |
| 1Y | -11.4% | +21.5% | -32.9% | -18.1% |
| 3Y | +114.1% | +63.3% | +50.8% | +76.9% |
| 5Y | -5.8% | +97.3% | -103.0% | -27.6% |
| All | -4.5% | +181.0% | -185.5% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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