+4.1%
DASH vs AZO
+162.9%
-158.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.2% |
| 7D | -12.8% | -0.8% | -12.0% | -12.6% |
| 30D | -6.0% | -5.1% | -0.9% | -4.7% |
| 3M | +26.7% | -7.2% | +33.9% | +29.1% |
| 6M | +11.7% | -20.7% | +32.4% | +18.2% |
| YTD | -12.9% | -14.2% | +1.3% | -10.2% |
| 1Y | -23.1% | -32.2% | +9.1% | -15.5% |
| 3Y | +140.0% | +11.1% | +128.9% | +124.2% |
| 5Y | -5.1% | +87.6% | -92.6% | -22.1% |
| All | +4.1% | +162.9% | -158.8% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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