-8.9%
DASH vs INVH
+9.3%
-18.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.7% |
| 7D | -4.1% | -3.3% | -0.8% | -2.2% |
| 30D | -10.6% | +0.2% | -10.8% | -10.7% |
| 3M | -18.8% | -9.5% | -9.3% | -14.0% |
| 6M | +11.2% | -4.3% | +15.5% | +13.9% |
| YTD | -23.8% | -0.8% | -23.0% | -24.2% |
| 1Y | -12.2% | -3.6% | -8.6% | -11.4% |
| 3Y | +97.3% | -5.8% | +103.1% | +93.4% |
| 5Y | -29.8% | -22.3% | -7.6% | -21.8% |
| All | -8.9% | +9.3% | -18.2% | -1.4% |
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