-0.2%
DASH vs CARR
+13.1%
-13.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -4.8% |
| 7D | -11.2% | +3.2% | -14.4% | -12.8% |
| 30D | -7.3% | -7.7% | +0.3% | -3.3% |
| 3M | +31.4% | -11.9% | +43.4% | +38.8% |
| 6M | +11.9% | +2.0% | +9.8% | +5.1% |
| YTD | -11.5% | +13.2% | -24.6% | -23.7% |
| 1Y | -20.0% | -8.5% | -11.5% | -20.2% |
| 3Y | +143.9% | +5.0% | +139.0% | +97.9% |
| 5Y | -0.2% | +12.0% | -12.2% | -34.9% |
| All | -0.2% | +13.1% | -13.4% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling