-8.9%
DASH vs RSG
+188.1%
-197.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.7% |
| 7D | -4.1% | +1.4% | -5.5% | -4.6% |
| 30D | -10.6% | +15.0% | -25.7% | -15.0% |
| 3M | -18.8% | +18.5% | -37.2% | -23.6% |
| 6M | +11.2% | +25.8% | -14.6% | +2.0% |
| YTD | -23.8% | +20.8% | -44.6% | -29.2% |
| 1Y | -12.2% | +24.8% | -37.0% | -19.6% |
| 3Y | +97.3% | +65.9% | +31.4% | +62.1% |
| 5Y | -29.8% | +99.1% | -128.9% | -46.7% |
| All | -8.9% | +188.1% | -197.0% | -21.1% |
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