-4.5%
DASH vs DGX
+134.4%
-138.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | -4.8% | +3.5% | -8.3% | -5.6% |
| 30D | -7.9% | +12.4% | -20.3% | -10.7% |
| 3M | -16.3% | +9.3% | -25.7% | -18.4% |
| 6M | +10.4% | +39.7% | -29.3% | +0.3% |
| YTD | -20.1% | +52.2% | -72.3% | -29.9% |
| 1Y | -11.4% | +47.1% | -58.5% | -21.6% |
| 3Y | +114.1% | +108.8% | +5.3% | +59.8% |
| 5Y | -5.8% | +101.4% | -107.1% | -29.7% |
| All | -4.5% | +134.4% | -138.9% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling