-5.9%
DASH vs EW
+21.6%
-27.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | -2.8% | +9.3% | -12.0% | -7.0% |
| 30D | -9.3% | +22.1% | -31.4% | -18.0% |
| 3M | -15.1% | +13.0% | -28.1% | -20.3% |
| 6M | +8.7% | +30.1% | -21.3% | -5.1% |
| YTD | -21.3% | +22.0% | -43.3% | -29.3% |
| 1Y | -12.7% | +23.7% | -36.4% | -22.3% |
| 3Y | +103.8% | +62.0% | +41.8% | +37.5% |
| 5Y | -16.8% | -12.4% | -4.4% | -15.0% |
| All | -5.9% | +21.6% | -27.6% | -28.3% |
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