-5.2%
DASH vs DRI
+143.1%
-148.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.5% |
| 7D | +0.4% | +2.8% | -2.4% | -1.0% |
| 30D | -6.0% | +13.3% | -19.3% | -12.5% |
| 3M | -15.8% | +8.2% | -23.9% | -19.8% |
| 6M | +7.0% | +17.5% | -10.6% | -3.7% |
| YTD | -20.7% | +26.9% | -47.6% | -33.1% |
| 1Y | -8.5% | +31.6% | -40.1% | -25.0% |
| 3Y | +101.8% | +67.0% | +34.8% | +33.9% |
| 5Y | -9.6% | +72.9% | -82.5% | -46.7% |
| All | -5.2% | +143.1% | -148.3% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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