+158.1%
DASH vs INVH
-6.7%
+164.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.6% |
| 7D | -10.6% | -2.9% | -7.7% | -9.6% |
| 30D | +2.2% | -6.9% | +9.1% | +4.7% |
| 3M | +32.3% | -2.7% | +35.0% | +33.5% |
| 6M | +19.1% | +8.2% | +10.9% | +15.8% |
| YTD | -6.5% | +4.5% | -11.0% | -8.2% |
| 1Y | -14.9% | -2.3% | -12.6% | -14.0% |
| All | +158.1% | -6.7% | +164.9% | +135.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling