-5.9%
DASH vs AA
+83.0%
-88.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.6% | -0.5% |
| 7D | -10.2% | +1.1% | -11.4% | -10.4% |
| 30D | -8.2% | -1.3% | -7.0% | -8.0% |
| 3M | -15.9% | -23.9% | +8.0% | -11.4% |
| 6M | +13.3% | -36.8% | +50.1% | +22.2% |
| YTD | -21.3% | -22.2% | +0.9% | -20.3% |
| 1Y | -11.1% | +10.4% | -21.5% | -17.6% |
| 3Y | +103.8% | +72.0% | +31.8% | +58.2% |
| 5Y | -21.6% | -15.6% | -6.0% | -28.2% |
| All | -5.9% | +83.0% | -88.9% | -11.4% |
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