-8.9%
DASH vs IR
+91.6%
-100.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.4% |
| 7D | -4.1% | +4.3% | -8.3% | -6.4% |
| 30D | -10.6% | +8.1% | -18.7% | -14.6% |
| 3M | -18.8% | +0.7% | -19.5% | -19.4% |
| 6M | +11.2% | +16.6% | -5.4% | +0.4% |
| YTD | -23.8% | +7.8% | -31.6% | -29.9% |
| 1Y | -12.2% | +9.9% | -22.1% | -20.7% |
| 3Y | +97.3% | +25.2% | +72.1% | +48.7% |
| 5Y | -29.8% | +46.8% | -76.6% | -56.8% |
| All | -8.9% | +91.6% | -100.5% | -45.1% |
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