-9.3%
DASH vs CARR
-3.0%
-6.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.2% |
| 7D | -10.2% | -1.9% | -8.3% | -10.1% |
| 30D | -8.2% | -1.1% | -7.1% | -8.2% |
| 3M | -15.9% | -13.8% | -2.1% | -16.2% |
| 6M | +13.3% | -16.5% | +29.8% | +12.4% |
| YTD | -21.3% | +4.9% | -26.2% | -22.4% |
| All | -9.3% | -3.0% | -6.3% | -9.0% |
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