-5.1%
DASH vs CAPR
+91.5%
-96.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.6% | -5.8% | -9.3% |
| 7D | +0.5% | +29.7% | -29.2% | -0.2% |
| 30D | -7.1% | +11.0% | -18.0% | -7.4% |
| 3M | -13.2% | +118.8% | -132.0% | -15.4% |
| 6M | +8.3% | -73.9% | +82.2% | +9.9% |
| YTD | -20.6% | -70.2% | +49.6% | -19.9% |
| 1Y | -24.4% | +38.3% | -62.7% | -31.9% |
| 3Y | +94.5% | +199.7% | -105.1% | +36.1% |
| 5Y | -9.4% | +130.6% | -140.0% | -43.2% |
| All | -5.1% | +91.5% | -96.6% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling