-9.5%
DASH vs DGX
+134.3%
-143.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.5% | +1.6% | -6.1% | -5.0% |
| 30D | -6.8% | +11.2% | -18.0% | -9.3% |
| 3M | -20.7% | +10.4% | -31.1% | -22.8% |
| 6M | +15.1% | +37.1% | -22.0% | +5.2% |
| YTD | -24.3% | +52.1% | -76.4% | -33.5% |
| 1Y | -12.1% | +40.7% | -52.9% | -21.0% |
| 3Y | +91.1% | +107.6% | -16.5% | +43.0% |
| 5Y | -30.3% | +90.6% | -120.9% | -46.8% |
| All | -9.5% | +134.3% | -143.8% | -39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling