-4.5%
DASH vs IT
+23.8%
-28.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -4.8% | -18.8% | +14.0% | +4.0% |
| 30D | -7.9% | -0.1% | -7.8% | -8.3% |
| 3M | -16.3% | +2.9% | -19.2% | -18.7% |
| 6M | +10.4% | +20.4% | -10.0% | -3.1% |
| YTD | -20.1% | -24.3% | +4.2% | -12.8% |
| 1Y | -11.4% | -17.2% | +5.7% | -8.4% |
| 3Y | +114.1% | -52.4% | +166.5% | +188.9% |
| 5Y | -5.8% | -43.7% | +38.0% | -1.6% |
| All | -4.5% | +23.8% | -28.3% | -15.5% |
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