+5.8%
DASH vs DTE
+56.2%
-50.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -5.5% |
| 7D | -11.2% | +0.9% | -12.1% | -11.3% |
| 30D | -7.3% | -1.9% | -5.4% | -7.1% |
| 3M | +31.4% | -3.3% | +34.8% | +32.0% |
| 6M | +11.9% | -7.1% | +19.0% | +12.9% |
| YTD | -11.5% | +8.1% | -19.6% | -13.2% |
| 1Y | -20.0% | +5.3% | -25.3% | -21.2% |
| 3Y | +143.9% | +48.2% | +95.8% | +121.1% |
| 5Y | -0.2% | +33.2% | -33.5% | -8.1% |
| All | +5.8% | +56.2% | -50.4% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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