-5.2%
DASH vs DD
+93.7%
-98.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.7% |
| 7D | +0.4% | +4.6% | -4.2% | -2.1% |
| 30D | -6.0% | +11.8% | -17.8% | -11.3% |
| 3M | -15.8% | +2.2% | -17.9% | -17.0% |
| 6M | +7.0% | -1.6% | +8.6% | +6.5% |
| YTD | -20.7% | +23.0% | -43.7% | -31.0% |
| 1Y | -8.5% | +26.9% | -35.5% | -22.0% |
| 3Y | +101.8% | +77.9% | +23.9% | +33.4% |
| 5Y | -9.6% | +59.9% | -69.5% | -39.8% |
| All | -5.2% | +93.7% | -98.9% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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