+5.8%
DASH vs ITOT
+112.6%
-106.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.8% | -4.4% |
| 7D | -11.2% | +0.7% | -11.8% | -12.2% |
| 30D | -7.3% | -1.1% | -6.2% | -5.5% |
| 3M | +31.4% | +3.9% | +27.6% | +22.9% |
| 6M | +11.9% | +14.7% | -2.9% | -12.7% |
| YTD | -11.5% | +13.3% | -24.8% | -29.3% |
| 1Y | -20.0% | +19.1% | -39.2% | -41.4% |
| 3Y | +143.9% | +77.3% | +66.6% | -18.2% |
| 5Y | -0.2% | +74.1% | -74.3% | -62.3% |
| All | +5.8% | +112.6% | -106.8% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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