-8.9%
DASH vs ICE
+74.9%
-83.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.1% |
| 7D | -4.1% | +2.2% | -6.3% | -5.7% |
| 30D | -10.6% | +13.7% | -24.3% | -18.7% |
| 3M | -18.8% | +17.9% | -36.7% | -28.3% |
| 6M | +11.2% | +15.0% | -3.8% | -0.1% |
| YTD | -23.8% | +10.9% | -34.7% | -30.3% |
| 1Y | -12.2% | +17.0% | -29.2% | -23.2% |
| 3Y | +97.3% | +68.2% | +29.1% | +19.2% |
| 5Y | -29.8% | +40.4% | -70.2% | -54.7% |
| All | -8.9% | +74.9% | -83.8% | -46.6% |
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