+91.1%
DASH vs INDA
+16.8%
+74.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -4.5% | +1.1% | -5.6% | -5.4% |
| 30D | -6.8% | +9.4% | -16.2% | -13.3% |
| 3M | -20.7% | +2.9% | -23.6% | -22.6% |
| 6M | +15.1% | +7.2% | +7.8% | +9.2% |
| YTD | -24.3% | -4.8% | -19.5% | -22.3% |
| 1Y | -12.1% | -5.1% | -7.1% | -9.7% |
| 3Y | +91.1% | +16.7% | +74.4% | +59.0% |
| All | +91.1% | +16.8% | +74.2% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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