+97.4%
RDDT vs DASH
+23.4%
+74.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.2% | -2.6% | -3.5% |
| 7D | +6.1% | -4.1% | +10.2% | +9.4% |
| 30D | -35.9% | -10.6% | -25.3% | -31.0% |
| 3M | -35.1% | -18.8% | -16.3% | -25.5% |
| 6M | -34.7% | +11.2% | -45.9% | -40.9% |
| YTD | -56.7% | -23.8% | -32.9% | -48.6% |
| 1Y | -50.9% | -12.2% | -38.7% | -48.2% |
| All | +97.4% | +23.4% | +74.0% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling