-31.3%
DASH vs IRE
-98.0%
+66.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -33.9% | +24.5% | -8.7% |
| 7D | +0.5% | -57.1% | +57.7% | +1.9% |
| 30D | -7.1% | -84.4% | +77.4% | -3.7% |
| 3M | -13.2% | -85.0% | +71.8% | -10.5% |
| 6M | +8.3% | -95.2% | +103.5% | +13.1% |
| YTD | -20.6% | -93.9% | +73.4% | -21.0% |
| 1Y | -24.4% | -98.8% | +74.4% | -17.1% |
| All | -31.3% | -98.0% | +66.7% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling