-9.5%
DASH vs CAPR
+112.2%
-121.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.3% | -0.4% |
| 7D | -4.5% | +5.9% | -10.4% | -4.8% |
| 30D | -6.8% | +44.6% | -51.4% | -7.8% |
| 3M | -20.7% | +126.4% | -147.1% | -22.9% |
| 6M | +15.1% | -68.6% | +83.6% | +16.0% |
| YTD | -24.3% | -67.0% | +42.7% | -23.9% |
| 1Y | -12.1% | +65.2% | -77.3% | -21.6% |
| 3Y | +91.1% | +235.6% | -144.5% | +32.9% |
| 5Y | -30.3% | +175.4% | -205.7% | -57.0% |
| All | -9.5% | +112.2% | -121.7% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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