+101.8%
DASH vs IR
+27.4%
+74.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.6% |
| 7D | +0.4% | +3.7% | -3.3% | -0.8% |
| 30D | -6.0% | +7.4% | -13.5% | -8.4% |
| 3M | -15.8% | -5.9% | -9.8% | -14.1% |
| 6M | +7.0% | +5.6% | +1.4% | +4.2% |
| YTD | -20.7% | +4.8% | -25.5% | -24.0% |
| 1Y | -8.5% | +6.9% | -15.5% | -13.3% |
| 3Y | +101.8% | +27.6% | +74.2% | +69.1% |
| All | +101.8% | +27.4% | +74.4% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling