-8.9%
DASH vs A
+55.0%
-63.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -1.9% |
| 7D | -4.1% | +0.7% | -4.8% | -4.5% |
| 30D | -10.6% | +0.8% | -11.4% | -11.3% |
| 3M | -18.8% | +16.9% | -35.7% | -26.6% |
| 6M | +11.2% | +53.8% | -42.6% | -16.3% |
| YTD | -23.8% | +28.1% | -51.9% | -36.0% |
| 1Y | -12.2% | +15.0% | -27.2% | -21.2% |
| 3Y | +97.3% | +63.1% | +34.2% | +21.2% |
| 5Y | -29.8% | +11.5% | -41.3% | -38.5% |
| All | -8.9% | +55.0% | -63.9% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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