-4.5%
DASH vs FIVE
+53.5%
-58.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.6% | -4.9% | -1.4% |
| 7D | -4.8% | +6.2% | -11.0% | -6.8% |
| 30D | -7.9% | +18.2% | -26.1% | -13.6% |
| 3M | -16.3% | +3.8% | -20.2% | -18.0% |
| 6M | +10.4% | +13.7% | -3.3% | +3.2% |
| YTD | -20.1% | +34.7% | -54.8% | -30.9% |
| 1Y | -11.4% | +66.6% | -78.1% | -30.0% |
| 3Y | +114.1% | +44.3% | +69.8% | +68.4% |
| 5Y | -5.8% | +18.8% | -24.5% | -25.1% |
| All | -4.5% | +53.5% | -58.0% | -27.0% |
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