-5.2%
DASH vs FIVE
+45.3%
-50.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +0.4% | -0.3% | +0.7% | +0.7% |
| 30D | -6.0% | +17.7% | -23.7% | -11.6% |
| 3M | -15.8% | +4.0% | -19.7% | -17.5% |
| 6M | +7.0% | +2.6% | +4.4% | +4.0% |
| YTD | -20.7% | +27.6% | -48.2% | -29.9% |
| 1Y | -8.5% | +59.9% | -68.5% | -26.5% |
| 3Y | +101.8% | +35.8% | +66.0% | +62.9% |
| 5Y | -9.6% | +14.4% | -24.0% | -27.1% |
| All | -5.2% | +45.3% | -50.5% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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