+206.2%
RDDT vs DASH
+51.3%
+154.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | +2.4% |
| 7D | +1.0% | -10.6% | +11.5% | +9.5% |
| 30D | -0.5% | +2.2% | -2.7% | -2.4% |
| 3M | -16.0% | +32.3% | -48.3% | -31.8% |
| 6M | +4.9% | +19.1% | -14.2% | -8.9% |
| YTD | -32.8% | -6.5% | -26.3% | -30.5% |
| 1Y | -33.5% | -14.9% | -18.6% | -27.7% |
| All | +206.2% | +51.3% | +154.9% | +147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling