-5.2%
DASH vs IT
+23.2%
-28.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +1.6% |
| 7D | +0.4% | -16.9% | +17.3% | +8.6% |
| 30D | -6.0% | +2.3% | -8.4% | -7.6% |
| 3M | -15.8% | +2.9% | -18.6% | -18.1% |
| 6M | +7.0% | +25.9% | -18.9% | -8.2% |
| YTD | -20.7% | -24.6% | +4.0% | -13.3% |
| 1Y | -8.5% | -16.0% | +7.5% | -6.1% |
| 3Y | +101.8% | -51.6% | +153.4% | +168.2% |
| 5Y | -9.6% | -42.6% | +33.1% | -5.6% |
| All | -5.2% | +23.2% | -28.4% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling