-5.2%
DASH vs A
+56.5%
-61.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -1.1% |
| 7D | +0.4% | -0.1% | +0.4% | +0.5% |
| 30D | -6.0% | +3.4% | -9.4% | -8.1% |
| 3M | -15.8% | +23.8% | -39.6% | -26.4% |
| 6M | +7.0% | +49.0% | -42.0% | -17.8% |
| YTD | -20.7% | +29.4% | -50.1% | -33.7% |
| 1Y | -8.5% | +19.4% | -27.9% | -19.9% |
| 3Y | +101.8% | +66.2% | +35.6% | +22.2% |
| 5Y | -9.6% | +15.8% | -25.4% | -23.4% |
| All | -5.2% | +56.5% | -61.7% | -47.4% |
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