+102.1%
DASH vs DD
+76.0%
+26.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.8% | -5.6% | -8.3% |
| 7D | +0.5% | +3.1% | -2.6% | -0.5% |
| 30D | -7.1% | +8.7% | -15.8% | -9.5% |
| 3M | -13.2% | -1.2% | -12.0% | -13.1% |
| 6M | +8.3% | -1.1% | +9.4% | +7.9% |
| YTD | -20.6% | +21.7% | -42.2% | -27.2% |
| 1Y | -24.4% | +24.0% | -48.5% | -31.3% |
| All | +102.1% | +76.0% | +26.0% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling