+7.4%
DASH vs D
+5.6%
+1.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-04 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% | -10.7% |
| 30D | +2.2% | -2.6% | +4.7% | +2.4% |
| 3M | +32.3% | 0.0% | +32.3% | +32.1% |
| 6M | +19.1% | +7.4% | +11.8% | +17.8% |
| YTD | -6.5% | +15.9% | -22.4% | -8.7% |
| 1Y | -14.9% | +18.1% | -33.0% | -17.3% |
| 3Y | +151.9% | +58.4% | +93.6% | +125.9% |
| All | +7.4% | +5.6% | +1.8% | -0.5% |
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 2021-09-04 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…
2021-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling