-4.5%
DASH vs DLR
+65.2%
-69.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | -1.1% |
| 7D | -4.8% | +2.4% | -7.2% | -5.8% |
| 30D | -7.9% | +0.7% | -8.7% | -8.3% |
| 3M | -16.3% | -6.4% | -9.9% | -13.7% |
| 6M | +10.4% | -6.5% | +16.9% | +12.8% |
| YTD | -20.1% | +18.8% | -38.9% | -29.7% |
| 1Y | -11.4% | +9.0% | -20.5% | -18.1% |
| 3Y | +114.1% | +54.5% | +59.6% | +52.7% |
| 5Y | -5.8% | +35.8% | -41.6% | -30.3% |
| All | -4.5% | +65.2% | -69.7% | -29.1% |
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