+101.8%
DASH vs ICE
+65.6%
+36.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | +0.4% | +2.0% | -1.6% | -0.5% |
| 30D | -6.0% | +12.9% | -18.9% | -11.5% |
| 3M | -15.8% | +15.4% | -31.2% | -21.5% |
| 6M | +7.0% | +13.1% | -6.1% | +0.9% |
| YTD | -20.7% | +7.5% | -28.1% | -23.6% |
| 1Y | -8.5% | +18.3% | -26.9% | -16.2% |
| 3Y | +101.8% | +65.9% | +35.9% | +50.4% |
| All | +101.8% | +65.6% | +36.2% | +50.4% |
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