-9.4%
DASH vs A
+13.7%
-23.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.0% | -6.4% | -7.8% |
| 7D | +0.5% | -5.2% | +5.7% | +3.4% |
| 30D | -7.1% | +1.4% | -8.5% | -8.1% |
| 3M | -13.2% | +21.9% | -35.1% | -23.0% |
| 6M | +8.3% | +46.7% | -38.4% | -14.8% |
| YTD | -20.6% | +27.2% | -47.7% | -32.2% |
| 1Y | -24.4% | +17.9% | -42.3% | -32.8% |
| 3Y | +94.5% | +61.1% | +33.4% | +22.8% |
| 5Y | -9.4% | +13.8% | -23.3% | -21.5% |
| All | -9.4% | +13.7% | -23.1% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling