+109.5%
RDDT vs DASH
+27.4%
+82.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.1% | +7.1% |
| 7D | +3.7% | -10.2% | +13.9% | +12.0% |
| 30D | -33.9% | -8.2% | -25.7% | -30.3% |
| 3M | -32.4% | -15.9% | -16.4% | -24.3% |
| 6M | -33.8% | +13.3% | -47.1% | -40.8% |
| YTD | -54.0% | -21.3% | -32.7% | -46.8% |
| 1Y | -49.3% | -11.1% | -38.1% | -46.9% |
| All | +109.5% | +27.4% | +82.1% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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