+7.4%
DASH vs DTE
+33.5%
-26.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.5% |
| 7D | -10.6% | +0.2% | -10.7% | -10.6% |
| 30D | +2.2% | -2.6% | +4.7% | +2.7% |
| 3M | +32.3% | -3.9% | +36.2% | +33.2% |
| 6M | +19.1% | -7.9% | +27.0% | +20.9% |
| YTD | -6.5% | +7.2% | -13.7% | -8.9% |
| 1Y | -14.9% | +3.1% | -18.0% | -16.2% |
| 3Y | +151.9% | +47.6% | +104.4% | +117.3% |
| All | +7.4% | +33.5% | -26.0% | -3.7% |
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