-32.0%
DASH vs IRE
-97.7%
+65.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -15.8% | +14.3% | -1.2% |
| 7D | -2.8% | -41.9% | +39.1% | -2.1% |
| 30D | -9.3% | -75.1% | +65.8% | -7.1% |
| 3M | -15.1% | -82.4% | +67.3% | -12.8% |
| 6M | +8.7% | -95.5% | +104.3% | +14.3% |
| YTD | -21.3% | -93.1% | +71.8% | -22.1% |
| 1Y | -12.7% | -97.8% | +85.1% | -8.6% |
| All | -32.0% | -97.7% | +65.8% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling