+7.4%
DASH vs ICE
+42.3%
-34.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -3.1% |
| 7D | -10.6% | -0.7% | -9.9% | -10.2% |
| 30D | +2.2% | +7.6% | -5.5% | -3.6% |
| 3M | +32.3% | +13.9% | +18.3% | +18.8% |
| 6M | +19.1% | -2.4% | +21.5% | +21.0% |
| YTD | -6.5% | +0.3% | -6.8% | -7.9% |
| 1Y | -14.9% | -6.4% | -8.5% | -11.5% |
| 3Y | +151.9% | +43.1% | +108.8% | +67.9% |
| All | +7.4% | +42.3% | -34.8% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling