-4.5%
DASH vs CARR
+55.0%
-59.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | -0.2% |
| 7D | -4.8% | -3.3% | -1.5% | -2.9% |
| 30D | -7.9% | -3.6% | -4.3% | -6.0% |
| 3M | -16.3% | -16.3% | 0.0% | -8.2% |
| 6M | +10.4% | -19.6% | +30.0% | +21.7% |
| YTD | -20.1% | +2.5% | -22.6% | -26.5% |
| 1Y | -11.4% | -5.8% | -5.6% | -14.2% |
| 3Y | +114.1% | +10.2% | +103.9% | +68.3% |
| 5Y | -5.8% | +4.7% | -10.4% | -31.8% |
| All | -4.5% | +55.0% | -59.5% | -37.9% |
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