+18.9%
C vs DASH
-25.5%
+44.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -9.4% | +4.4% | -3.3% |
| 7D | -5.3% | +0.5% | -5.8% | -5.4% |
| 30D | -7.3% | -7.1% | -0.3% | -6.2% |
| 3M | -13.5% | -13.2% | -0.3% | -11.6% |
| 6M | -6.5% | +8.3% | -14.8% | -9.0% |
| YTD | +3.6% | -20.6% | +24.2% | +3.3% |
| 1Y | +18.9% | -24.4% | +43.3% | +18.7% |
| All | +18.9% | -25.5% | +44.4% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling