-9.5%
DASH vs DLR
+65.1%
-74.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.4% |
| 7D | -4.5% | +3.3% | -7.9% | -6.3% |
| 30D | -6.8% | +4.6% | -11.4% | -9.1% |
| 3M | -20.7% | -8.3% | -12.4% | -17.4% |
| 6M | +15.1% | -5.6% | +20.7% | +16.9% |
| YTD | -24.3% | +18.7% | -43.0% | -33.3% |
| 1Y | -12.1% | +17.1% | -29.2% | -22.2% |
| 3Y | +91.1% | +54.4% | +36.7% | +36.3% |
| 5Y | -30.3% | +36.5% | -66.7% | -48.4% |
| All | -9.5% | +65.1% | -74.6% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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