+98.6%
DASH vs M
+159.6%
-61.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -10.2% | -3.3% | -6.9% | -9.6% |
| 30D | -8.2% | +8.1% | -16.3% | -9.4% |
| 3M | -15.9% | +2.2% | -18.1% | -16.3% |
| 6M | +13.3% | +35.1% | -21.8% | +6.7% |
| YTD | -21.3% | +15.8% | -37.1% | -24.1% |
| 1Y | -11.1% | +25.8% | -37.0% | -15.8% |
| All | +98.6% | +159.6% | -61.0% | +57.3% |
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