+67.7%
DASH vs AS
+133.7%
-66.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.3% | -7.1% | -8.7% |
| 7D | +0.5% | +7.1% | -6.6% | -1.2% |
| 30D | -7.1% | +12.8% | -19.9% | -9.9% |
| 3M | -13.2% | -14.7% | +1.5% | -9.5% |
| 6M | +8.3% | -9.9% | +18.2% | +11.0% |
| YTD | -20.6% | -16.1% | -4.4% | -17.3% |
| 1Y | -24.4% | +0.2% | -24.6% | -24.8% |
| All | +67.7% | +133.7% | -66.1% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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