-5.9%
DASH vs A
+58.5%
-64.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -10.2% | -0.1% | -10.1% | -10.1% |
| 30D | -8.2% | +3.3% | -11.5% | -10.2% |
| 3M | -15.9% | +18.5% | -34.5% | -24.6% |
| 6M | +13.3% | +59.3% | -46.0% | -16.6% |
| YTD | -21.3% | +31.0% | -52.3% | -34.7% |
| 1Y | -11.1% | +19.3% | -30.5% | -22.0% |
| 3Y | +103.8% | +66.8% | +37.0% | +23.6% |
| 5Y | -21.6% | +15.5% | -37.1% | -33.0% |
| All | -5.9% | +58.5% | -64.4% | -48.2% |
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