-5.2%
DASH vs ITW
+56.4%
-61.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.8% |
| 7D | +0.4% | +0.9% | -0.5% | +0.2% |
| 30D | -6.0% | +7.6% | -13.6% | -9.8% |
| 3M | -15.8% | -4.0% | -11.7% | -13.4% |
| 6M | +7.0% | +9.2% | -2.2% | +1.2% |
| YTD | -20.7% | +16.2% | -36.9% | -29.3% |
| 1Y | -8.5% | +17.9% | -26.5% | -19.6% |
| 3Y | +101.8% | +30.6% | +71.2% | +58.2% |
| 5Y | -9.6% | +35.2% | -44.7% | -37.5% |
| All | -5.2% | +56.4% | -61.6% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 all: compounded portfolio wealth divided by compounded ITW 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…
all analysis · Full analysis span regression · 6 months rolling