-9.4%
DASH vs DRI
+77.7%
-87.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.8% | -8.6% | -8.8% |
| 7D | +0.5% | +3.7% | -3.2% | -1.7% |
| 30D | -7.1% | +13.5% | -20.6% | -14.5% |
| 3M | -13.2% | +10.4% | -23.6% | -19.2% |
| 6M | +8.3% | +19.5% | -11.2% | -5.2% |
| YTD | -20.6% | +28.2% | -48.8% | -35.5% |
| 1Y | -24.4% | +31.0% | -55.4% | -39.8% |
| 3Y | +94.5% | +67.1% | +27.5% | +15.6% |
| 5Y | -9.4% | +74.7% | -84.1% | -58.9% |
| All | -9.4% | +77.7% | -87.1% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling