+192.2%
RTX vs DASH
-1.3%
+193.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -5.1% | +0.4% | -5.5% | -5.2% |
| 30D | +5.1% | -6.0% | +11.2% | +5.5% |
| 3M | -14.8% | -15.8% | +0.9% | -14.0% |
| 6M | +8.0% | +7.0% | +1.1% | +7.1% |
| YTD | +4.5% | -20.7% | +25.1% | +5.5% |
| 1Y | +9.8% | -8.5% | +18.4% | +9.7% |
| 3Y | +144.2% | +101.8% | +42.4% | +129.2% |
| 5Y | +131.4% | -9.6% | +141.0% | +119.5% |
| All | +192.2% | -1.3% | +193.5% | +170.8% |
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 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