-5.2%
DASH vs D
+18.1%
-23.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +0.4% | +3.0% | -2.6% | +0.3% |
| 30D | -6.0% | +11.5% | -17.5% | -6.4% |
| 3M | -15.8% | +3.7% | -19.5% | -15.9% |
| 6M | +7.0% | +13.5% | -6.6% | +6.3% |
| YTD | -20.7% | +20.7% | -41.4% | -21.5% |
| 1Y | -8.5% | +18.2% | -26.8% | -9.5% |
| 3Y | +101.8% | +73.3% | +28.5% | +92.5% |
| 5Y | -9.6% | +12.3% | -21.8% | -16.3% |
| All | -5.2% | +18.1% | -23.3% | -3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling