+102.1%
DASH vs IR
+25.6%
+76.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.8% | -6.6% | -8.4% |
| 7D | +0.5% | +2.3% | -1.8% | -0.2% |
| 30D | -7.1% | +3.3% | -10.4% | -8.1% |
| 3M | -13.2% | -9.0% | -4.2% | -10.5% |
| 6M | +8.3% | +8.0% | +0.3% | +4.6% |
| YTD | -20.6% | +3.4% | -24.0% | -23.5% |
| 1Y | -24.4% | +4.5% | -28.9% | -27.7% |
| All | +102.1% | +25.6% | +76.4% | +70.2% |
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