-29.3%
DASH vs IT
-42.2%
+12.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.0% |
| 7D | -4.5% | +1.1% | -5.6% | -5.0% |
| 30D | -6.8% | -1.8% | -4.9% | -6.5% |
| 3M | -20.7% | +4.8% | -25.5% | -23.8% |
| 6M | +15.1% | +33.0% | -18.0% | -6.3% |
| YTD | -24.3% | -23.8% | -0.4% | -16.2% |
| 1Y | -12.1% | -16.5% | +4.4% | -8.9% |
| 3Y | +91.1% | -53.6% | +144.7% | +176.6% |
| All | -29.3% | -42.2% | +12.9% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling