-5.9%
DASH vs DT
+9.9%
-15.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.0% |
| 7D | -10.2% | -5.4% | -4.8% | -7.0% |
| 30D | -8.2% | -32.2% | +24.0% | +14.6% |
| 3M | -15.9% | -10.9% | -5.0% | -12.2% |
| 6M | +13.3% | +10.0% | +3.3% | +1.3% |
| YTD | -21.3% | +2.1% | -23.4% | -27.1% |
| 1Y | -11.1% | -5.5% | -5.6% | -13.4% |
| 3Y | +103.8% | -12.4% | +116.2% | +97.3% |
| 5Y | -21.6% | -39.7% | +18.1% | -14.8% |
| All | -5.9% | +9.9% | -15.8% | -16.8% |
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