+54.7%
RSP vs DASH
+152.1%
-97.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.2% |
| 7D | -0.8% | -10.6% | +9.8% | +0.8% |
| 30D | -0.3% | +2.2% | -2.5% | -0.7% |
| 3M | +4.3% | +32.3% | -28.0% | -0.3% |
| 6M | +8.8% | +19.1% | -10.3% | +5.3% |
| YTD | +15.3% | -6.5% | +21.8% | +15.7% |
| 1Y | +18.3% | -14.9% | +33.2% | +20.0% |
| All | +54.7% | +152.1% | -97.4% | +27.4% |
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 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