-8.5%
DASH vs IRE
-98.3%
+89.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +39.6% | -39.7% | -0.6% |
| 7D | +0.4% | -27.2% | +27.6% | +0.4% |
| 30D | -6.0% | -75.1% | +69.1% | -4.6% |
| 3M | -15.8% | -77.9% | +62.1% | -14.6% |
| 6M | +7.0% | -94.6% | +101.5% | +10.1% |
| YTD | -20.7% | -91.5% | +70.9% | -20.5% |
| 1Y | -8.5% | -97.8% | +89.3% | -9.9% |
| All | -8.5% | -98.3% | +89.8% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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