+7.4%
DASH vs A
-12.8%
+20.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -5.0% |
| 7D | -10.6% | -1.9% | -8.6% | -9.6% |
| 30D | +2.2% | +6.9% | -4.8% | -2.0% |
| 3M | +32.3% | +9.2% | +23.0% | +24.9% |
| 6M | +19.1% | +25.7% | -6.6% | +2.3% |
| YTD | -6.5% | +11.5% | -18.0% | -13.8% |
| 1Y | -14.9% | +18.4% | -33.3% | -25.7% |
| 3Y | +151.9% | +26.6% | +125.3% | +90.1% |
| All | +7.4% | -12.8% | +20.2% | +13.1% |
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