+7.4%
DASH vs AGG
-1.2%
+8.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.7% |
| 7D | -10.6% | -0.2% | -10.4% | -10.3% |
| 30D | +2.2% | -0.4% | +2.5% | +2.8% |
| 3M | +32.3% | -0.7% | +32.9% | +33.8% |
| 6M | +19.1% | -1.5% | +20.6% | +22.1% |
| YTD | -6.5% | -0.3% | -6.3% | -6.0% |
| 1Y | -14.9% | +1.3% | -16.2% | -16.6% |
| 3Y | +151.9% | +13.2% | +138.7% | +101.4% |
| All | +7.4% | -1.2% | +8.7% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling