-7.0%
DASH vs DG
-34.7%
+27.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +0.5% |
| 7D | +0.4% | +1.1% | -0.7% | +0.3% |
| 30D | -6.0% | +9.5% | -15.6% | -7.4% |
| 3M | -15.8% | +5.5% | -21.2% | -16.5% |
| 6M | +7.0% | +16.1% | -9.1% | +4.2% |
| YTD | -20.7% | +2.7% | -23.3% | -21.5% |
| 1Y | -8.5% | +42.1% | -50.6% | -13.6% |
| 3Y | +101.8% | +19.3% | +82.5% | +91.1% |
| All | -7.0% | -34.7% | +27.7% | +6.6% |
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