-6.3%
DASH vs CYCU
-99.9%
+93.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.2% | +9.5% | +8.3% |
| 7D | +17.2% | +1.2% | +16.0% | +17.1% |
| 30D | +3.6% | -31.5% | +35.1% | +3.9% |
| 3M | -1.9% | -62.0% | +60.2% | -1.2% |
| 6M | +15.1% | -67.4% | +82.5% | +17.0% |
| YTD | -12.3% | -88.6% | +76.3% | -7.5% |
| 1Y | -17.2% | -88.5% | +71.3% | -14.4% |
| All | -6.3% | -99.9% | +93.6% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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