+11.7%
DASH vs CARR
+72.8%
-61.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -5.2% |
| 7D | -10.6% | +1.6% | -12.1% | -11.3% |
| 30D | +2.2% | -8.7% | +10.9% | +6.9% |
| 3M | +32.3% | -12.6% | +44.8% | +39.8% |
| 6M | +19.1% | -1.5% | +20.7% | +15.1% |
| YTD | -6.5% | +14.3% | -20.8% | -18.8% |
| 1Y | -14.9% | -4.6% | -10.3% | -17.3% |
| 3Y | +151.9% | +7.3% | +144.6% | +108.0% |
| 5Y | +9.4% | +11.6% | -2.2% | -24.6% |
| All | +11.7% | +72.8% | -61.1% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling