+123.0%
DASH vs CB
+75.8%
+47.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.1% | +6.2% | +8.0% |
| 7D | +17.2% | +5.3% | +11.9% | +16.4% |
| 30D | +3.6% | +13.2% | -9.7% | +1.9% |
| 3M | -1.9% | +7.8% | -9.6% | -2.8% |
| 6M | +15.1% | +15.8% | -0.7% | +13.3% |
| YTD | -12.3% | +21.0% | -33.3% | -14.1% |
| 1Y | -17.2% | +32.2% | -49.4% | -19.8% |
| All | +123.0% | +75.8% | +47.2% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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