-17.2%
DASH vs CARR
-1.4%
-15.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.5% | +7.8% | +8.3% |
| 7D | +17.2% | -0.7% | +17.8% | +17.1% |
| 30D | +3.6% | +0.3% | +3.3% | +3.5% |
| 3M | -1.9% | -14.9% | +13.0% | -2.1% |
| 6M | +15.1% | -14.9% | +29.9% | +14.3% |
| YTD | -12.3% | +7.0% | -19.3% | -16.0% |
| 1Y | -17.2% | -1.8% | -15.5% | -16.7% |
| All | -17.2% | -1.4% | -15.8% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling