-4.5%
DASH vs DE
+195.4%
-199.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.1% |
| 7D | -4.8% | +3.5% | -8.3% | -5.6% |
| 30D | -7.9% | +11.3% | -19.2% | -10.5% |
| 3M | -16.3% | +11.6% | -27.9% | -19.1% |
| 6M | +10.4% | +20.9% | -10.5% | +3.6% |
| YTD | -20.1% | +49.7% | -69.8% | -31.2% |
| 1Y | -11.4% | +49.5% | -60.9% | -23.8% |
| 3Y | +114.1% | +94.7% | +19.4% | +64.7% |
| 5Y | -5.8% | +107.4% | -113.1% | -30.5% |
| All | -4.5% | +195.4% | -199.9% | -41.9% |
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