-5.2%
DASH vs DLR
+59.8%
-64.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | +0.4% | -3.6% | +4.0% | +2.5% |
| 30D | -6.0% | -3.5% | -2.6% | -4.3% |
| 3M | -15.8% | -8.9% | -6.8% | -11.9% |
| 6M | +7.0% | -11.6% | +18.5% | +12.7% |
| YTD | -20.7% | +14.9% | -35.6% | -28.9% |
| 1Y | -8.5% | +6.4% | -15.0% | -14.3% |
| 3Y | +101.8% | +47.3% | +54.5% | +48.0% |
| 5Y | -9.6% | +32.8% | -42.4% | -31.9% |
| All | -5.2% | +59.8% | -64.9% | -28.4% |
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