+265.0%
C vs DASH
+152.1%
+112.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.8% |
| 7D | +3.6% | -10.6% | +14.2% | +6.4% |
| 30D | +0.1% | +2.2% | -2.1% | -0.6% |
| 3M | +2.4% | +32.3% | -29.9% | -5.2% |
| 6M | +24.9% | +19.1% | +5.8% | +18.1% |
| YTD | +19.8% | -6.5% | +26.3% | +20.0% |
| 1Y | +44.9% | -14.9% | +59.8% | +47.3% |
| All | +265.0% | +152.1% | +112.9% | +189.1% |
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