-8.5%
DASH vs DG
+34.9%
-43.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +1.1% |
| 7D | +0.4% | +1.1% | -0.7% | +0.2% |
| 30D | -6.0% | +9.5% | -15.6% | -8.7% |
| 3M | -15.8% | +5.5% | -21.2% | -17.2% |
| 6M | +7.0% | +16.1% | -9.1% | +1.2% |
| YTD | -20.7% | +2.7% | -23.3% | -23.2% |
| 1Y | -8.5% | +42.1% | -50.6% | -12.9% |
| All | -8.5% | +34.9% | -43.4% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling