-5.1%
DASH vs DT
+8.6%
-13.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -6.6% | -2.8% | -5.4% |
| 7D | +0.5% | -28.3% | +28.9% | +21.8% |
| 30D | -7.1% | -28.4% | +21.3% | +12.1% |
| 3M | -13.2% | -14.1% | +0.9% | -7.5% |
| 6M | +8.3% | +13.2% | -4.9% | -5.1% |
| YTD | -20.6% | +0.8% | -21.4% | -25.9% |
| 1Y | -24.4% | -7.8% | -16.6% | -24.9% |
| 3Y | +94.5% | -8.3% | +102.8% | +81.7% |
| 5Y | -9.4% | -42.7% | +33.3% | +0.5% |
| All | -5.1% | +8.6% | -13.6% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling