-5.9%
DASH vs DE
+195.6%
-201.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -10.2% | +2.3% | -12.5% | -10.8% |
| 30D | -8.2% | +9.3% | -17.6% | -10.4% |
| 3M | -15.9% | +12.2% | -28.1% | -18.8% |
| 6M | +13.3% | +18.1% | -4.8% | +7.2% |
| YTD | -21.3% | +49.8% | -71.0% | -32.2% |
| 1Y | -11.1% | +46.4% | -57.5% | -23.0% |
| 3Y | +103.8% | +92.5% | +11.3% | +57.5% |
| 5Y | -21.6% | +107.4% | -129.0% | -42.2% |
| All | -5.9% | +195.6% | -201.5% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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