-5.2%
DASH vs ICE
+69.4%
-74.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.6% |
| 7D | +0.4% | +2.0% | -1.6% | -0.9% |
| 30D | -6.0% | +12.9% | -18.9% | -14.1% |
| 3M | -15.8% | +15.4% | -31.2% | -24.3% |
| 6M | +7.0% | +13.1% | -6.1% | -2.8% |
| YTD | -20.7% | +7.5% | -28.1% | -25.7% |
| 1Y | -8.5% | +18.3% | -26.9% | -21.0% |
| 3Y | +101.8% | +65.9% | +35.9% | +22.8% |
| 5Y | -9.6% | +35.2% | -44.8% | -40.0% |
| All | -5.2% | +69.4% | -74.6% | -43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling