-8.9%
DASH vs DG
-30.0%
+21.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.8% |
| 7D | -4.1% | -2.5% | -1.6% | -3.6% |
| 30D | -10.6% | +7.7% | -18.3% | -11.8% |
| 3M | -18.8% | +13.1% | -31.9% | -20.6% |
| 6M | +11.2% | +32.0% | -20.8% | +5.8% |
| YTD | -23.8% | +3.3% | -27.1% | -24.7% |
| 1Y | -12.2% | +31.7% | -43.8% | -16.6% |
| 3Y | +97.3% | +21.7% | +75.6% | +84.0% |
| 5Y | -29.8% | -34.7% | +4.9% | -17.2% |
| All | -8.9% | -30.0% | +21.1% | +0.7% |
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