-29.3%
DASH vs DTE
+46.4%
-75.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -4.5% | +3.4% | -8.0% | -5.3% |
| 30D | -6.8% | +8.9% | -15.7% | -8.3% |
| 3M | -20.7% | +1.1% | -21.7% | -21.0% |
| 6M | +15.1% | +0.1% | +15.0% | +14.7% |
| YTD | -24.3% | +11.1% | -35.3% | -26.7% |
| 1Y | -12.1% | +4.9% | -17.1% | -13.7% |
| 3Y | +91.1% | +58.6% | +32.5% | +62.8% |
| All | -29.3% | +46.4% | -75.8% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling