-5.2%
DASH vs RVTY
+6.3%
-11.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -3.0% | -1.5% |
| 7D | +0.4% | -1.2% | +1.6% | +0.5% |
| 30D | -6.0% | +1.0% | -7.1% | -7.1% |
| 3M | -15.8% | +35.8% | -51.6% | -28.9% |
| 6M | +7.0% | +56.7% | -49.7% | -17.0% |
| YTD | -20.7% | +60.7% | -81.4% | -40.0% |
| 1Y | -8.5% | +73.7% | -82.2% | -34.3% |
| 3Y | +101.8% | +82.8% | +19.0% | +26.6% |
| 5Y | -9.6% | -7.0% | -2.5% | -6.6% |
| All | -5.2% | +6.3% | -11.5% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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