+5.8%
DASH vs RSG
+151.6%
-145.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.2% |
| 7D | -11.2% | -0.7% | -10.4% | -10.9% |
| 30D | -7.3% | +3.3% | -10.6% | -8.3% |
| 3M | +31.4% | +8.5% | +23.0% | +27.3% |
| 6M | +11.9% | -3.5% | +15.4% | +13.1% |
| YTD | -11.5% | +5.5% | -17.0% | -13.7% |
| 1Y | -20.0% | -1.7% | -18.3% | -19.9% |
| 3Y | +143.9% | +56.9% | +87.0% | +104.6% |
| 5Y | -0.2% | +89.4% | -89.6% | -19.1% |
| All | +5.8% | +151.6% | -145.8% | -3.8% |
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