-5.9%
DASH vs MKTX
-68.5%
+62.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -2.8% | -0.4% | -2.4% | -2.7% |
| 30D | -9.3% | +0.3% | -9.6% | -9.4% |
| 3M | -15.1% | +2.1% | -17.1% | -15.6% |
| 6M | +8.7% | +13.1% | -4.3% | +3.6% |
| YTD | -21.3% | -7.6% | -13.7% | -20.0% |
| 1Y | -12.7% | -0.5% | -12.1% | -13.6% |
| 3Y | +103.8% | -22.7% | +126.5% | +104.8% |
| 5Y | -16.8% | -54.7% | +37.9% | +2.9% |
| All | -5.9% | -68.5% | +62.6% | +26.5% |
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