-8.9%
DASH vs AGG
-2.8%
-6.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.5% | -2.2% |
| 7D | -4.1% | -1.4% | -2.6% | -1.8% |
| 30D | -10.6% | +0.9% | -11.5% | -11.8% |
| 3M | -18.8% | -1.2% | -17.6% | -17.1% |
| 6M | +11.2% | -1.4% | +12.6% | +14.1% |
| YTD | -23.8% | -1.4% | -22.4% | -21.9% |
| 1Y | -12.2% | -1.3% | -10.9% | -10.2% |
| 3Y | +97.3% | +13.8% | +83.5% | +53.7% |
| 5Y | -29.8% | -1.6% | -28.3% | -28.0% |
| All | -8.9% | -2.8% | -6.1% | -11.4% |
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