+11.7%
DASH vs DECK
+73.4%
-61.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.6% | -6.2% | -5.3% |
| 7D | -10.6% | -2.2% | -8.3% | -9.8% |
| 30D | +2.2% | -13.6% | +15.7% | +8.3% |
| 3M | +32.3% | -21.2% | +53.5% | +45.4% |
| 6M | +19.1% | -21.1% | +40.2% | +29.8% |
| YTD | -6.5% | -17.2% | +10.7% | -1.8% |
| 1Y | -14.9% | -30.7% | +15.9% | -4.4% |
| 3Y | +151.9% | -3.4% | +155.3% | +90.1% |
| 5Y | +9.4% | +25.5% | -16.1% | -41.6% |
| All | +11.7% | +73.4% | -61.7% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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