+7.4%
DASH vs RSG
+89.4%
-82.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.6% | -4.2% |
| 7D | -10.6% | +0.3% | -10.8% | -10.7% |
| 30D | +2.2% | +7.6% | -5.4% | -1.0% |
| 3M | +32.3% | +7.4% | +24.8% | +27.7% |
| 6M | +19.1% | -3.3% | +22.4% | +20.6% |
| YTD | -6.5% | +6.0% | -12.5% | -9.6% |
| 1Y | -14.9% | -3.7% | -11.2% | -13.9% |
| 3Y | +151.9% | +59.1% | +92.8% | +94.7% |
| All | +7.4% | +89.4% | -82.0% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling