+153.0%
DASH vs CAPR
+40.5%
+112.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -4.6% |
| 7D | -10.6% | -2.0% | -8.6% | -10.5% |
| 30D | +2.2% | +139.2% | -137.0% | +0.8% |
| 3M | +32.3% | -66.4% | +98.6% | +33.0% |
| 6M | +19.1% | -63.1% | +82.3% | +19.5% |
| YTD | -6.5% | -67.4% | +60.9% | -6.1% |
| 1Y | -14.9% | +58.2% | -73.1% | -19.5% |
| All | +153.0% | +40.5% | +112.5% | +117.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling