-0.2%
DASH vs INVH
-19.3%
+19.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -5.0% |
| 7D | -11.2% | -3.1% | -8.1% | -9.4% |
| 30D | -7.3% | -7.1% | -0.2% | -3.0% |
| 3M | +31.4% | -3.0% | +34.4% | +33.7% |
| 6M | +11.9% | +10.1% | +1.8% | +5.0% |
| YTD | -11.5% | +3.8% | -15.3% | -14.5% |
| 1Y | -20.0% | -2.1% | -17.9% | -20.0% |
| 3Y | +143.9% | -7.0% | +151.0% | +142.3% |
| 5Y | -0.2% | -20.6% | +20.3% | +9.6% |
| All | -0.2% | -19.3% | +19.1% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling