-9.5%
DASH vs ALL
+192.4%
-201.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -4.5% | +5.0% | -9.6% | -5.4% |
| 30D | -6.8% | +13.3% | -20.1% | -8.8% |
| 3M | -20.7% | +3.2% | -23.9% | -21.1% |
| 6M | +15.1% | +25.3% | -10.3% | +10.7% |
| YTD | -24.3% | +30.5% | -54.7% | -27.8% |
| 1Y | -12.1% | +29.2% | -41.3% | -16.1% |
| 3Y | +91.1% | +119.1% | -28.1% | +64.4% |
| 5Y | -30.3% | +162.6% | -192.9% | -38.2% |
| All | -9.5% | +192.4% | -201.9% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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