-9.4%
DASH vs M
-6.1%
-3.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.9% | -3.5% | -7.4% |
| 7D | +0.5% | -2.1% | +2.7% | +1.5% |
| 30D | -7.1% | +7.7% | -14.8% | -9.1% |
| 3M | -13.2% | -4.4% | -8.8% | -12.0% |
| 6M | +8.3% | +27.5% | -19.2% | -1.6% |
| YTD | -20.6% | +12.8% | -33.3% | -25.4% |
| 1Y | -24.4% | +20.7% | -45.1% | -30.9% |
| 3Y | +94.5% | +111.3% | -16.8% | +25.1% |
| 5Y | -9.4% | -6.3% | -3.1% | -23.4% |
| All | -9.4% | -6.1% | -3.3% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling