+5.8%
DASH vs MKTX
-68.9%
+74.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -11.2% | +0.4% | -11.6% | -11.3% |
| 30D | -7.3% | +1.0% | -8.3% | -7.6% |
| 3M | +31.4% | +41.3% | -9.8% | +15.9% |
| 6M | +11.9% | -11.3% | +23.2% | +15.6% |
| YTD | -11.5% | -8.6% | -2.9% | -9.8% |
| 1Y | -20.0% | -11.1% | -9.0% | -18.0% |
| 3Y | +143.9% | -24.5% | +168.4% | +145.7% |
| 5Y | -0.2% | -61.4% | +61.2% | +26.6% |
| All | +5.8% | -68.9% | +74.6% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling