+153.0%
DASH vs M
+117.7%
+35.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.2% | -5.1% |
| 7D | -10.6% | +4.7% | -15.3% | -11.4% |
| 30D | +2.2% | -9.6% | +11.8% | +4.1% |
| 3M | +32.3% | +0.9% | +31.4% | +31.5% |
| 6M | +19.1% | +22.3% | -3.2% | +13.6% |
| YTD | -6.5% | +6.5% | -13.0% | -8.7% |
| 1Y | -14.9% | +38.8% | -53.7% | -21.7% |
| All | +153.0% | +117.7% | +35.3% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling