-4.5%
DASH vs DTE
+58.9%
-63.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.3% |
| 7D | -4.8% | +1.8% | -6.6% | -5.0% |
| 30D | -7.9% | +9.0% | -16.9% | -9.1% |
| 3M | -16.3% | -0.2% | -16.1% | -16.4% |
| 6M | +10.4% | +0.1% | +10.3% | +10.1% |
| YTD | -20.1% | +10.0% | -30.1% | -21.9% |
| 1Y | -11.4% | +4.7% | -16.1% | -12.6% |
| 3Y | +114.1% | +55.7% | +58.4% | +92.2% |
| 5Y | -5.8% | +45.1% | -50.9% | -11.6% |
| All | -4.5% | +58.9% | -63.4% | -7.2% |
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