+7.4%
DASH vs DG
-35.0%
+42.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -4.9% |
| 7D | -10.6% | +8.4% | -19.0% | -11.9% |
| 30D | +2.2% | +4.9% | -2.8% | +1.2% |
| 3M | +32.3% | +29.3% | +2.9% | +26.5% |
| 6M | +19.1% | -11.3% | +30.4% | +20.3% |
| YTD | -6.5% | +1.8% | -8.3% | -7.5% |
| 1Y | -14.9% | +25.3% | -40.2% | -18.4% |
| 3Y | +151.9% | +9.1% | +142.9% | +145.2% |
| All | +7.4% | -35.0% | +42.4% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling