+4.1%
DASH vs INVH
+14.3%
-10.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -12.8% | -2.3% | -10.5% | -11.6% |
| 30D | -6.0% | -5.7% | -0.3% | -2.8% |
| 3M | +26.7% | -4.5% | +31.2% | +29.9% |
| 6M | +11.7% | +11.0% | +0.7% | +4.8% |
| YTD | -12.9% | +3.7% | -16.6% | -15.5% |
| 1Y | -23.1% | -2.8% | -20.3% | -22.7% |
| 3Y | +140.0% | -7.1% | +147.2% | +139.8% |
| 5Y | -5.1% | -19.4% | +14.4% | +3.1% |
| All | +4.1% | +14.3% | -10.2% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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