-17.2%
DASH vs ICE
+21.0%
-38.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.3% | +6.0% | +7.2% |
| 7D | +17.2% | +12.2% | +5.0% | +11.3% |
| 30D | +3.6% | +15.0% | -11.4% | -2.7% |
| 3M | -1.9% | +17.6% | -19.5% | -8.6% |
| 6M | +15.1% | +12.6% | +2.5% | +9.9% |
| YTD | -12.3% | +9.1% | -21.4% | -14.7% |
| 1Y | -17.2% | +20.6% | -37.8% | -17.5% |
| All | -17.2% | +21.0% | -38.2% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling