-5.9%
DASH vs DLR
+66.1%
-72.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -10.2% | -2.0% | -8.2% | -9.1% |
| 30D | -8.2% | +0.5% | -8.8% | -8.5% |
| 3M | -15.9% | -4.4% | -11.5% | -14.3% |
| 6M | +13.3% | -6.4% | +19.8% | +15.8% |
| YTD | -21.3% | +19.5% | -40.8% | -30.9% |
| 1Y | -11.1% | +10.5% | -21.7% | -18.4% |
| 3Y | +103.8% | +54.0% | +49.8% | +45.8% |
| 5Y | -21.6% | +39.7% | -61.3% | -42.1% |
| All | -5.9% | +66.1% | -72.0% | -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