+7.4%
DASH vs MAR
+165.1%
-157.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.8% | -4.7% |
| 7D | -10.6% | -4.2% | -6.4% | -7.9% |
| 30D | +2.2% | -6.7% | +8.8% | +7.2% |
| 3M | +32.3% | -12.5% | +44.8% | +44.4% |
| 6M | +19.1% | +0.6% | +18.5% | +16.8% |
| YTD | -6.5% | +9.1% | -15.6% | -14.7% |
| 1Y | -14.9% | +26.2% | -41.1% | -31.4% |
| 3Y | +151.9% | +68.2% | +83.8% | +54.3% |
| All | +7.4% | +165.1% | -157.7% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling