+7.4%
DASH vs IR
+45.6%
-38.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -5.4% |
| 7D | -10.6% | -2.8% | -7.7% | -9.0% |
| 30D | +2.2% | -15.1% | +17.3% | +12.6% |
| 3M | +32.3% | +6.1% | +26.2% | +25.8% |
| 6M | +19.1% | -16.8% | +35.9% | +30.8% |
| YTD | -6.5% | -3.5% | -3.0% | -8.6% |
| 1Y | -14.9% | -3.5% | -11.4% | -17.6% |
| 3Y | +151.9% | +9.5% | +142.5% | +95.6% |
| All | +7.4% | +45.6% | -38.2% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling