+7.4%
DASH vs DT
-27.0%
+34.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -3.5% |
| 7D | -10.6% | -3.3% | -7.3% | -8.7% |
| 30D | +2.2% | +2.0% | +0.1% | 0.0% |
| 3M | +32.3% | +20.0% | +12.3% | +15.2% |
| 6M | +19.1% | +39.3% | -20.2% | -8.1% |
| YTD | -6.5% | +19.8% | -26.3% | -20.5% |
| 1Y | -14.9% | +4.3% | -19.2% | -20.5% |
| 3Y | +151.9% | +7.7% | +144.2% | +114.7% |
| All | +7.4% | -27.0% | +34.4% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling