+91.1%
DASH vs RSG
+66.5%
+24.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.5% | +2.5% | -7.0% | -5.3% |
| 30D | -6.8% | +12.7% | -19.5% | -10.4% |
| 3M | -20.7% | +17.9% | -38.6% | -24.9% |
| 6M | +15.1% | +25.0% | -9.9% | +6.4% |
| YTD | -24.3% | +20.8% | -45.1% | -29.3% |
| 1Y | -12.1% | +24.3% | -36.4% | -19.2% |
| 3Y | +91.1% | +65.3% | +25.8% | +69.2% |
| All | +91.1% | +66.5% | +24.6% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling