+98.6%
DASH vs CI
+8.8%
+89.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -10.2% | -1.3% | -8.9% | -10.2% |
| 30D | -8.2% | +6.4% | -14.6% | -8.4% |
| 3M | -15.9% | +10.7% | -26.6% | -16.2% |
| 6M | +13.3% | +5.5% | +7.8% | +12.9% |
| YTD | -21.3% | +11.4% | -32.7% | -21.6% |
| 1Y | -11.1% | +15.0% | -26.2% | -11.6% |
| All | +98.6% | +8.8% | +89.8% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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