+11.7%
DASH vs M
+137.4%
-125.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.2% | -5.4% |
| 7D | -10.6% | +4.7% | -15.3% | -11.8% |
| 30D | +2.2% | -9.6% | +11.8% | +5.0% |
| 3M | +32.3% | +0.9% | +31.4% | +31.1% |
| 6M | +19.1% | +22.3% | -3.2% | +10.9% |
| YTD | -6.5% | +6.5% | -13.0% | -9.9% |
| 1Y | -14.9% | +38.8% | -53.7% | -24.8% |
| 3Y | +151.9% | +115.9% | +36.0% | +76.7% |
| 5Y | +9.4% | +28.6% | -19.2% | -8.7% |
| All | +11.7% | +137.4% | -125.6% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling