-11.3%
DASH vs DTE
+4.3%
-15.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.8% |
| 7D | -4.8% | +1.8% | -6.6% | -4.7% |
| 30D | -7.9% | +9.0% | -16.9% | -6.3% |
| 3M | -16.3% | -0.2% | -16.1% | -17.9% |
| 6M | +10.4% | +0.1% | +10.3% | +9.9% |
| YTD | -20.1% | +10.0% | -30.1% | -13.5% |
| All | -11.3% | +4.3% | -15.6% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling