+4.1%
DASH vs AGG
-2.1%
+6.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.2% |
| 7D | -12.8% | -0.2% | -12.7% | -12.6% |
| 30D | -6.0% | -0.2% | -5.8% | -5.6% |
| 3M | +26.7% | -0.7% | +27.4% | +28.3% |
| 6M | +11.7% | -1.8% | +13.5% | +15.1% |
| YTD | -12.9% | -0.6% | -12.3% | -12.0% |
| 1Y | -23.1% | +0.4% | -23.5% | -23.6% |
| 3Y | +140.0% | +13.2% | +126.9% | +90.0% |
| 5Y | -5.1% | -2.0% | -3.1% | -1.5% |
| All | +4.1% | -2.1% | +6.1% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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