+59.0%
DASH vs COMP
-47.7%
+106.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.2% | -4.8% |
| 7D | -10.6% | +1.4% | -11.9% | -11.0% |
| 30D | +2.2% | -13.3% | +15.5% | +6.1% |
| 3M | +32.3% | +41.1% | -8.8% | +19.0% |
| 6M | +19.1% | +17.2% | +1.9% | +10.5% |
| YTD | -6.5% | +5.2% | -11.7% | -11.0% |
| 1Y | -14.9% | +18.9% | -33.8% | -22.7% |
| 3Y | +151.9% | +215.9% | -64.0% | +49.5% |
| 5Y | +9.4% | -31.2% | +40.6% | -6.9% |
| All | +59.0% | -47.7% | +106.7% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling