+92.6%
RSP vs DASH
-5.2%
+97.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.5% |
| 7D | +1.8% | -4.1% | +5.9% | +2.3% |
| 30D | +3.5% | -10.6% | +14.1% | +4.8% |
| 3M | +0.2% | -18.8% | +19.0% | +2.6% |
| 6M | +9.1% | +11.2% | -2.1% | +6.9% |
| YTD | +16.6% | -23.8% | +40.4% | +19.4% |
| 1Y | +17.9% | -12.2% | +30.1% | +18.3% |
| 3Y | +64.6% | +97.3% | -32.7% | +47.2% |
| 5Y | +48.4% | -29.8% | +78.2% | +32.5% |
| All | +92.6% | -5.2% | +97.8% | +68.4% |
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