-8.5%
DASH vs DT
-8.7%
+0.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +0.4% | -24.7% | +25.1% | +11.1% |
| 30D | -6.0% | -27.4% | +21.3% | +5.0% |
| 3M | -15.8% | -11.1% | -4.6% | -14.4% |
| 6M | +7.0% | +13.7% | -6.7% | -5.5% |
| YTD | -20.7% | +0.2% | -20.9% | -25.0% |
| 1Y | -8.5% | -5.7% | -2.9% | -9.2% |
| All | -8.5% | -8.7% | +0.2% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling