-4.5%
DASH vs INVH
+11.6%
-16.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -4.8% | +1.3% | -6.1% | -5.4% |
| 30D | -7.9% | +1.5% | -9.4% | -8.6% |
| 3M | -16.3% | -9.4% | -6.9% | -11.4% |
| 6M | +10.4% | -3.3% | +13.7% | +12.3% |
| YTD | -20.1% | +1.2% | -21.3% | -21.4% |
| 1Y | -11.4% | +1.5% | -13.0% | -13.5% |
| 3Y | +114.1% | -2.4% | +116.5% | +105.0% |
| 5Y | -5.8% | -20.6% | +14.8% | +3.7% |
| All | -4.5% | +11.6% | -16.1% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling