-5.1%
DASH vs DD
+91.6%
-96.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.8% | -5.6% | -7.6% |
| 7D | +0.5% | +3.1% | -2.6% | -1.3% |
| 30D | -7.1% | +8.7% | -15.8% | -11.1% |
| 3M | -13.2% | -1.2% | -12.0% | -13.1% |
| 6M | +8.3% | -1.1% | +9.4% | +7.5% |
| YTD | -20.6% | +21.7% | -42.2% | -30.6% |
| 1Y | -24.4% | +24.0% | -48.5% | -34.6% |
| 3Y | +94.5% | +75.6% | +18.9% | +29.5% |
| 5Y | -9.4% | +58.2% | -67.6% | -39.4% |
| All | -5.1% | +91.6% | -96.7% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling