-5.2%
DASH vs ALL
+178.4%
-183.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.3% | +0.7% |
| 7D | +0.4% | -1.9% | +2.3% | +0.8% |
| 30D | -6.0% | +13.8% | -19.8% | -8.1% |
| 3M | -15.8% | -7.0% | -8.8% | -14.7% |
| 6M | +7.0% | +18.0% | -11.1% | +4.0% |
| YTD | -20.7% | +24.2% | -44.9% | -23.7% |
| 1Y | -8.5% | +31.2% | -39.7% | -13.0% |
| 3Y | +101.8% | +107.5% | -5.7% | +75.4% |
| 5Y | -9.6% | +144.8% | -154.4% | -19.6% |
| All | -5.2% | +178.4% | -183.6% | +4.8% |
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