-5.2%
DASH vs AA
+76.3%
-81.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.1% | -0.7% |
| 7D | +0.4% | +0.9% | -0.5% | +0.3% |
| 30D | -6.0% | -6.7% | +0.6% | -4.7% |
| 3M | -15.8% | -16.3% | +0.6% | -13.0% |
| 6M | +7.0% | -37.1% | +44.1% | +15.4% |
| YTD | -20.7% | -25.0% | +4.3% | -19.0% |
| 1Y | -8.5% | +8.6% | -17.1% | -14.9% |
| 3Y | +101.8% | +57.2% | +44.5% | +60.1% |
| 5Y | -9.6% | -13.0% | +3.5% | -17.0% |
| All | -5.2% | +76.3% | -81.5% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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