+49.2%
DASH vs COMP
-52.8%
+101.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.7% | +0.6% | +6.1% |
| 7D | +17.2% | +9.5% | +7.7% | +14.3% |
| 30D | +3.6% | +8.1% | -4.5% | +1.1% |
| 3M | -1.9% | -16.3% | +14.5% | +2.6% |
| 6M | +15.1% | +42.2% | -27.1% | +1.3% |
| YTD | -12.3% | -5.0% | -7.3% | -14.4% |
| 1Y | -17.2% | +20.1% | -37.3% | -24.6% |
| 3Y | +114.7% | +358.4% | -243.7% | +12.4% |
| 5Y | -4.3% | -21.9% | +17.7% | -19.4% |
| All | +49.2% | -52.8% | +101.9% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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