-8.9%
DASH vs AA
+80.3%
-89.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.7% | -2.9% |
| 7D | -4.1% | +5.3% | -9.4% | -5.1% |
| 30D | -10.6% | -2.3% | -8.4% | -10.2% |
| 3M | -18.8% | -20.8% | +2.0% | -15.1% |
| 6M | +11.2% | -39.8% | +51.0% | +21.3% |
| YTD | -23.8% | -23.3% | -0.5% | -22.6% |
| 1Y | -12.2% | +1.8% | -14.0% | -16.9% |
| 3Y | +97.3% | +69.5% | +27.8% | +53.6% |
| 5Y | -29.8% | -18.0% | -11.9% | -35.5% |
| All | -8.9% | +80.3% | -89.3% | -14.0% |
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