+7.4%
DASH vs D
+4.5%
+2.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.5% |
| 7D | -10.6% | +0.4% | -11.0% | -10.6% |
| 30D | +2.2% | -3.6% | +5.7% | +2.5% |
| 3M | +32.3% | -1.0% | +33.3% | +32.3% |
| 6M | +19.1% | +6.3% | +12.8% | +17.9% |
| YTD | -6.5% | +14.7% | -21.2% | -8.6% |
| 1Y | -14.9% | +16.9% | -31.8% | -17.2% |
| 3Y | +151.9% | +56.8% | +95.1% | +126.1% |
| All | +7.4% | +4.5% | +2.9% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling