-9.5%
DASH vs DT
+11.3%
-20.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -4.5% | +3.1% | -7.7% | -6.4% |
| 30D | -6.8% | -29.5% | +22.7% | +13.6% |
| 3M | -20.7% | -11.7% | -9.0% | -16.7% |
| 6M | +15.1% | +29.0% | -13.9% | -6.8% |
| YTD | -24.3% | +3.4% | -27.6% | -30.4% |
| 1Y | -12.1% | -4.2% | -7.9% | -15.1% |
| 3Y | +91.1% | -12.8% | +103.9% | +85.8% |
| 5Y | -30.3% | -39.6% | +9.3% | -24.5% |
| All | -9.5% | +11.3% | -20.8% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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