-4.5%
DASH vs DG
-29.0%
+24.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.3% |
| 7D | -4.8% | +0.7% | -5.5% | -4.9% |
| 30D | -7.9% | +7.4% | -15.3% | -9.1% |
| 3M | -16.3% | +8.5% | -24.8% | -17.6% |
| 6M | +10.4% | +21.9% | -11.5% | +6.3% |
| YTD | -20.1% | +4.9% | -25.0% | -21.3% |
| 1Y | -11.4% | +40.4% | -51.8% | -16.8% |
| 3Y | +114.1% | +23.5% | +90.6% | +99.1% |
| 5Y | -5.8% | -32.3% | +26.5% | +9.8% |
| All | -4.5% | -29.0% | +24.5% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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