-16.8%
DASH vs CAPR
+151.3%
-168.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.9% | +8.5% | -1.3% |
| 7D | -2.8% | +7.6% | -10.4% | -2.9% |
| 30D | -9.3% | +13.3% | -22.6% | -9.6% |
| 3M | -15.1% | +130.4% | -145.5% | -16.9% |
| 6M | +8.7% | -70.8% | +79.5% | +9.7% |
| YTD | -21.3% | -69.3% | +48.0% | -20.8% |
| 1Y | -12.7% | +59.5% | -72.2% | -20.3% |
| 3Y | +103.8% | +216.8% | -113.0% | +50.8% |
| 5Y | -16.8% | +152.7% | -169.5% | -47.9% |
| All | -16.8% | +151.3% | -168.1% | -47.9% |
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