+7.4%
DASH vs CAPR
+84.7%
-77.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -4.7% |
| 7D | -10.6% | -2.0% | -8.6% | -10.5% |
| 30D | +2.2% | +139.2% | -137.0% | 0.0% |
| 3M | +32.3% | -66.4% | +98.6% | +33.3% |
| 6M | +19.1% | -63.1% | +82.3% | +19.7% |
| YTD | -6.5% | -67.4% | +60.9% | -5.9% |
| 1Y | -14.9% | +58.2% | -73.1% | -22.3% |
| 3Y | +151.9% | +42.2% | +109.7% | +103.6% |
| All | +7.4% | +84.7% | -77.3% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling