+169.3%
RTX vs DASH
+8.6%
+160.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +4.0% | -0.3% |
| 7D | -5.2% | -10.6% | +5.4% | -4.4% |
| 30D | -9.4% | +2.2% | -11.5% | -9.5% |
| 3M | +12.3% | +32.3% | -20.0% | +9.9% |
| 6M | -3.1% | +19.1% | -22.2% | -4.6% |
| YTD | +10.7% | -6.5% | +17.2% | +10.8% |
| 1Y | +28.4% | -14.9% | +43.3% | +29.1% |
| 3Y | +147.1% | +151.9% | -4.9% | +128.0% |
| All | +169.3% | +8.6% | +160.8% | +147.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling