-14.9%
DASH vs DGX
+33.7%
-48.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.7% |
| 7D | -10.6% | -2.3% | -8.2% | -10.8% |
| 30D | +2.2% | +0.6% | +1.6% | +2.2% |
| 3M | +32.3% | +21.4% | +10.9% | +35.8% |
| 6M | +19.1% | +14.7% | +4.4% | +20.8% |
| YTD | -6.5% | +38.4% | -45.0% | -2.5% |
| 1Y | -14.9% | +34.0% | -48.9% | -11.9% |
| All | -14.9% | +33.7% | -48.5% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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