-8.9%
DASH vs DD
+104.6%
-113.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | -4.1% | +6.7% | -10.8% | -7.1% |
| 30D | -10.6% | +19.4% | -30.0% | -18.3% |
| 3M | -18.8% | +7.6% | -26.4% | -22.1% |
| 6M | +11.2% | +2.9% | +8.3% | +8.5% |
| YTD | -23.8% | +29.9% | -53.7% | -35.5% |
| 1Y | -12.2% | +28.6% | -40.8% | -25.4% |
| 3Y | +97.3% | +90.0% | +7.3% | +26.0% |
| 5Y | -29.8% | +68.1% | -98.0% | -54.5% |
| All | -8.9% | +104.6% | -113.5% | -51.3% |
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