-5.1%
DASH vs RVTY
+3.4%
-8.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.4% | -4.0% | -6.8% |
| 7D | +0.5% | -9.0% | +9.5% | +4.7% |
| 30D | -7.1% | -1.6% | -5.5% | -7.0% |
| 3M | -13.2% | +31.2% | -44.4% | -25.5% |
| 6M | +8.3% | +63.6% | -55.3% | -18.1% |
| YTD | -20.6% | +56.3% | -76.8% | -39.1% |
| 1Y | -24.4% | +63.3% | -87.7% | -43.7% |
| 3Y | +94.5% | +72.4% | +22.1% | +26.5% |
| 5Y | -9.4% | -9.6% | +0.1% | -5.2% |
| All | -5.1% | +3.4% | -8.5% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling