-5.1%
DASH vs KEY
+69.4%
-74.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.7% | -6.7% | -8.4% |
| 7D | +0.5% | -2.5% | +3.0% | +1.6% |
| 30D | -7.1% | +4.1% | -11.1% | -8.3% |
| 3M | -13.2% | -8.4% | -4.8% | -10.3% |
| 6M | +8.3% | -2.3% | +10.6% | +9.0% |
| YTD | -20.6% | +4.6% | -25.1% | -22.0% |
| 1Y | -24.4% | +24.6% | -49.0% | -30.5% |
| 3Y | +94.5% | +112.8% | -18.2% | +44.9% |
| 5Y | -9.4% | +12.9% | -22.4% | -17.7% |
| All | -5.1% | +69.4% | -74.5% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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