-16.8%
DASH vs ALL
+157.6%
-174.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -2.2% |
| 7D | -2.8% | -0.1% | -2.6% | -2.7% |
| 30D | -9.3% | +13.8% | -23.1% | -11.9% |
| 3M | -15.1% | -2.8% | -12.3% | -14.6% |
| 6M | +8.7% | +23.7% | -14.9% | +3.5% |
| YTD | -21.3% | +27.3% | -48.6% | -25.8% |
| 1Y | -12.7% | +30.5% | -43.2% | -18.3% |
| 3Y | +103.8% | +113.0% | -9.2% | +64.1% |
| 5Y | -16.8% | +157.6% | -174.4% | -33.8% |
| All | -16.8% | +157.6% | -174.4% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling