+11.7%
DASH vs D
+13.4%
-1.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.6% |
| 7D | -10.6% | +1.5% | -12.0% | -10.6% |
| 30D | +2.2% | -2.6% | +4.7% | +2.2% |
| 3M | +32.3% | 0.0% | +32.3% | +32.2% |
| 6M | +19.1% | +7.4% | +11.8% | +18.6% |
| YTD | -6.5% | +15.9% | -22.4% | -7.3% |
| 1Y | -14.9% | +18.1% | -33.0% | -15.9% |
| 3Y | +151.9% | +58.4% | +93.6% | +139.8% |
| 5Y | +9.4% | +5.2% | +4.2% | -1.2% |
| All | +11.7% | +13.4% | -1.6% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling