+158.1%
DASH vs CARR
+10.8%
+147.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -4.9% |
| 7D | -10.6% | +1.6% | -12.1% | -11.0% |
| 30D | +2.2% | -8.7% | +10.9% | +4.9% |
| 3M | +32.3% | -12.6% | +44.8% | +36.7% |
| 6M | +19.1% | -1.5% | +20.7% | +16.6% |
| YTD | -6.5% | +14.3% | -20.8% | -15.1% |
| 1Y | -14.9% | -4.6% | -10.3% | -16.2% |
| All | +158.1% | +10.8% | +147.3% | +118.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling