+91.1%
DASH vs DLR
+54.1%
+37.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.1% |
| 7D | -4.5% | +3.3% | -7.9% | -5.8% |
| 30D | -6.8% | +4.6% | -11.4% | -8.3% |
| 3M | -20.7% | -8.3% | -12.4% | -18.3% |
| 6M | +15.1% | -5.6% | +20.7% | +16.5% |
| YTD | -24.3% | +18.7% | -43.0% | -31.2% |
| 1Y | -12.1% | +17.1% | -29.2% | -19.7% |
| 3Y | +91.1% | +54.4% | +36.7% | +49.7% |
| All | +91.1% | +54.1% | +37.0% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling