-4.5%
DASH vs DOW
-23.5%
+19.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | -4.8% | -9.4% | +4.6% | -2.7% |
| 30D | -7.9% | +8.9% | -16.8% | -10.0% |
| 3M | -16.3% | +6.7% | -23.1% | -18.1% |
| 6M | +10.4% | -14.2% | +24.6% | +13.4% |
| YTD | -20.1% | +36.9% | -57.0% | -31.4% |
| 1Y | -11.4% | +45.8% | -57.2% | -26.1% |
| 3Y | +114.1% | -23.9% | +138.0% | +122.0% |
| 5Y | -5.8% | -30.8% | +25.0% | +3.3% |
| All | -4.5% | -23.5% | +19.0% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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