+153.0%
DASH vs ICE
+44.6%
+108.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -3.7% |
| 7D | -10.6% | -0.7% | -9.9% | -10.3% |
| 30D | +2.2% | +7.6% | -5.5% | -1.4% |
| 3M | +32.3% | +13.9% | +18.3% | +24.2% |
| 6M | +19.1% | -2.4% | +21.5% | +20.8% |
| YTD | -6.5% | +0.3% | -6.8% | -6.8% |
| 1Y | -14.9% | -6.4% | -8.5% | -12.0% |
| All | +153.0% | +44.6% | +108.4% | +111.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling