+11.7%
DASH vs DD
+74.0%
-62.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.8% |
| 7D | -10.6% | -3.5% | -7.1% | -9.0% |
| 30D | +2.2% | -10.3% | +12.5% | +7.6% |
| 3M | +32.3% | -7.5% | +39.8% | +37.0% |
| 6M | +19.1% | -8.0% | +27.1% | +22.0% |
| YTD | -6.5% | +10.5% | -17.0% | -14.0% |
| 1Y | -14.9% | +38.3% | -53.2% | -31.5% |
| 3Y | +151.9% | +42.5% | +109.5% | +90.1% |
| 5Y | +9.4% | +60.2% | -50.7% | -24.6% |
| All | +11.7% | +74.0% | -62.3% | -35.1% |
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