-8.9%
DASH vs M
+152.7%
-161.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.6% |
| 7D | -4.1% | +0.6% | -4.7% | -4.4% |
| 30D | -10.6% | +7.0% | -17.6% | -12.2% |
| 3M | -18.8% | +3.1% | -21.9% | -19.7% |
| 6M | +11.2% | +33.5% | -22.3% | +1.1% |
| YTD | -23.8% | +13.4% | -37.2% | -28.0% |
| 1Y | -12.2% | +22.4% | -34.6% | -19.1% |
| 3Y | +97.3% | +150.9% | -53.6% | +31.6% |
| 5Y | -29.8% | -3.0% | -26.8% | -39.6% |
| All | -8.9% | +152.7% | -161.6% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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