-5.2%
DASH vs CAPR
+100.4%
-105.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -0.3% |
| 7D | +0.4% | +41.1% | -40.7% | -0.5% |
| 30D | -6.0% | +11.1% | -17.2% | -6.4% |
| 3M | -15.8% | +115.3% | -131.1% | -17.9% |
| 6M | +7.0% | -73.8% | +80.8% | +8.5% |
| YTD | -20.7% | -68.8% | +48.1% | -20.1% |
| 1Y | -8.5% | +43.3% | -51.9% | -17.7% |
| 3Y | +101.8% | +214.7% | -112.9% | +40.9% |
| 5Y | -9.6% | +141.3% | -150.9% | -43.4% |
| All | -5.2% | +100.4% | -105.6% | -46.4% |
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