+4.1%
DASH vs CARR
+67.7%
-63.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.6% |
| 7D | -12.8% | +0.6% | -13.5% | -13.2% |
| 30D | -6.0% | -8.7% | +2.6% | -1.6% |
| 3M | +26.7% | -18.4% | +45.1% | +39.1% |
| 6M | +11.7% | -0.6% | +12.3% | +7.0% |
| YTD | -12.9% | +10.9% | -23.8% | -23.2% |
| 1Y | -23.1% | -7.3% | -15.8% | -24.0% |
| 3Y | +140.0% | +2.9% | +137.1% | +103.6% |
| 5Y | -5.1% | +9.6% | -14.7% | -33.7% |
| All | +4.1% | +67.7% | -63.6% | -35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling