-12.2%
DASH vs IR
+10.1%
-22.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.2% |
| 7D | -4.1% | +4.3% | -8.3% | -4.9% |
| 30D | -10.6% | +8.1% | -18.7% | -11.9% |
| 3M | -18.8% | +0.7% | -19.5% | -19.3% |
| 6M | +11.2% | +16.6% | -5.4% | +7.7% |
| YTD | -23.8% | +7.8% | -31.6% | -24.7% |
| 1Y | -12.2% | +9.9% | -22.1% | -12.3% |
| All | -12.2% | +10.1% | -22.3% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling