-4.5%
DASH vs IR
+95.1%
-99.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | -1.9% |
| 7D | -4.8% | +5.0% | -9.8% | -7.4% |
| 30D | -7.9% | +10.3% | -18.2% | -13.0% |
| 3M | -16.3% | -0.1% | -16.2% | -16.6% |
| 6M | +10.4% | +14.8% | -4.4% | +0.6% |
| YTD | -20.1% | +9.7% | -29.8% | -27.3% |
| 1Y | -11.4% | +12.2% | -23.6% | -21.0% |
| 3Y | +114.1% | +30.0% | +84.1% | +57.4% |
| 5Y | -5.8% | +46.8% | -52.6% | -42.3% |
| All | -4.5% | +95.1% | -99.6% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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