-5.2%
DASH vs EW
+19.5%
-24.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.8% |
| 7D | +0.4% | +11.0% | -10.6% | -4.8% |
| 30D | -6.0% | +19.1% | -25.1% | -14.0% |
| 3M | -15.8% | +14.4% | -30.1% | -21.5% |
| 6M | +7.0% | +22.8% | -15.8% | -3.9% |
| YTD | -20.7% | +19.8% | -40.5% | -28.1% |
| 1Y | -8.5% | +23.9% | -32.4% | -18.7% |
| 3Y | +101.8% | +52.2% | +49.6% | +41.9% |
| 5Y | -9.6% | -13.9% | +4.3% | -6.9% |
| All | -5.2% | +19.5% | -24.7% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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