+5.8%
DASH vs CLSK
+1.0%
+4.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.2% | -11.6% | -6.5% |
| 7D | -11.2% | +21.9% | -33.1% | -14.7% |
| 30D | -7.3% | +9.6% | -16.9% | -9.7% |
| 3M | +31.4% | -18.4% | +49.8% | +33.3% |
| 6M | +11.9% | +46.4% | -34.5% | -0.4% |
| YTD | -11.5% | +33.2% | -44.7% | -21.5% |
| 1Y | -20.0% | +47.0% | -67.0% | -32.6% |
| 3Y | +143.9% | +206.4% | -62.4% | +27.9% |
| 5Y | -0.2% | +5.4% | -5.6% | -43.5% |
| All | +5.8% | +1.0% | +4.8% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 10y: compounded portfolio wealth divided by compounded CLSK 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…
10y analysis · Full analysis span regression · 6 months rolling