-8.9%
DASH vs CARR
+58.0%
-66.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | -4.1% | +2.2% | -6.3% | -5.2% |
| 30D | -10.6% | -0.8% | -9.8% | -10.2% |
| 3M | -18.8% | -13.4% | -5.3% | -12.5% |
| 6M | +11.2% | -16.4% | +27.6% | +20.0% |
| YTD | -23.8% | +4.5% | -28.3% | -30.6% |
| 1Y | -12.2% | -1.4% | -10.8% | -17.2% |
| 3Y | +97.3% | +10.0% | +87.3% | +56.1% |
| 5Y | -29.8% | +4.2% | -34.0% | -49.5% |
| All | -8.9% | +58.0% | -66.9% | -41.4% |
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