+153.0%
DASH vs MAR
+68.4%
+84.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.8% | -4.7% |
| 7D | -10.6% | -4.2% | -6.4% | -8.6% |
| 30D | +2.2% | -6.7% | +8.8% | +5.9% |
| 3M | +32.3% | -12.5% | +44.8% | +41.2% |
| 6M | +19.1% | +0.6% | +18.5% | +17.3% |
| YTD | -6.5% | +9.1% | -15.6% | -12.7% |
| 1Y | -14.9% | +26.2% | -41.1% | -27.9% |
| All | +153.0% | +68.4% | +84.7% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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