+7.4%
DASH vs DLR
+33.9%
-26.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.8% |
| 7D | -10.6% | +1.6% | -12.1% | -11.4% |
| 30D | +2.2% | -3.4% | +5.5% | +4.0% |
| 3M | +32.3% | +0.5% | +31.8% | +30.4% |
| 6M | +19.1% | +4.6% | +14.6% | +14.1% |
| YTD | -6.5% | +23.4% | -29.9% | -20.3% |
| 1Y | -14.9% | +19.0% | -33.9% | -26.5% |
| 3Y | +151.9% | +56.5% | +95.4% | +71.5% |
| All | +7.4% | +33.9% | -26.4% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling