+153.0%
DASH vs D
+56.9%
+96.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.6% |
| 7D | -10.6% | +0.4% | -11.0% | -10.6% |
| 30D | +2.2% | -3.6% | +5.7% | +2.2% |
| 3M | +32.3% | -1.0% | +33.3% | +32.2% |
| 6M | +19.1% | +6.3% | +12.8% | +18.5% |
| YTD | -6.5% | +14.7% | -21.2% | -7.6% |
| 1Y | -14.9% | +16.9% | -31.8% | -16.2% |
| All | +153.0% | +56.9% | +96.1% | +117.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling