-11.3%
DASH vs DLR
+9.4%
-20.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | +0.2% |
| 7D | -4.8% | +2.4% | -7.2% | -4.7% |
| 30D | -7.9% | +0.7% | -8.7% | -7.7% |
| 3M | -16.3% | -6.4% | -9.9% | -15.7% |
| 6M | +10.4% | -6.5% | +16.9% | +9.9% |
| YTD | -20.1% | +18.8% | -38.9% | -20.2% |
| All | -11.3% | +9.4% | -20.7% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling