0.0%
DASH vs DLR
+39.7%
-39.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.6% | +5.8% | +6.8% |
| 7D | +17.2% | +2.8% | +14.3% | +15.2% |
| 30D | +3.6% | +2.8% | +0.8% | +1.6% |
| 3M | -1.9% | -4.0% | +2.1% | -0.2% |
| 6M | +15.1% | -5.6% | +20.7% | +17.0% |
| YTD | -12.3% | +21.9% | -34.3% | -25.4% |
| 1Y | -17.2% | +13.0% | -30.2% | -26.1% |
| 3Y | +114.7% | +52.2% | +62.5% | +46.4% |
| All | 0.0% | +39.7% | -39.8% | -23.6% |
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