+145.2%
C vs DASH
-1.1%
+146.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -9.4% | +4.4% | -3.6% |
| 7D | -5.3% | +0.5% | -5.8% | -5.4% |
| 30D | -7.3% | -7.1% | -0.3% | -6.5% |
| 3M | -13.5% | -13.2% | -0.3% | -12.0% |
| 6M | -6.5% | +8.3% | -14.8% | -8.3% |
| YTD | +3.6% | -20.6% | +24.2% | +5.9% |
| 1Y | +18.9% | -24.4% | +43.3% | +21.8% |
| 3Y | +205.0% | +94.5% | +110.4% | +176.3% |
| 5Y | +109.4% | -9.4% | +118.8% | +84.2% |
| All | +145.2% | -1.1% | +146.3% | +117.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling