+7.4%
DASH vs IT
-40.5%
+47.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.6% | 0.0% | -2.4% |
| 7D | -10.6% | -6.0% | -4.5% | -7.9% |
| 30D | +2.2% | 0.0% | +2.1% | +1.6% |
| 3M | +32.3% | +13.1% | +19.2% | +20.4% |
| 6M | +19.1% | +11.7% | +7.4% | +8.0% |
| YTD | -6.5% | -26.1% | +19.6% | +5.9% |
| 1Y | -14.9% | -21.3% | +6.4% | -8.8% |
| 3Y | +151.9% | -46.7% | +198.7% | +209.9% |
| All | +7.4% | -40.5% | +47.9% | +3.7% |
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