-5.9%
DASH vs DLR
+65.9%
-71.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | -2.8% | +0.3% | -3.1% | -2.7% |
| 30D | -9.3% | +1.2% | -10.5% | -9.9% |
| 3M | -15.1% | -4.8% | -10.3% | -13.3% |
| 6M | +8.7% | -6.1% | +14.9% | +10.9% |
| YTD | -21.3% | +19.3% | -40.6% | -30.9% |
| 1Y | -12.7% | +10.0% | -22.6% | -19.6% |
| 3Y | +103.8% | +53.8% | +50.0% | +45.9% |
| 5Y | -16.8% | +39.1% | -55.9% | -38.5% |
| All | -5.9% | +65.9% | -71.8% | -30.4% |
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