+7.4%
DASH vs MKTX
-63.2%
+70.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.7% | -4.6% |
| 7D | -10.6% | +0.4% | -11.0% | -10.7% |
| 30D | +2.2% | +1.1% | +1.1% | +1.8% |
| 3M | +32.3% | +36.1% | -3.8% | +17.4% |
| 6M | +19.1% | -12.9% | +32.0% | +24.3% |
| YTD | -6.5% | -8.5% | +2.0% | -4.4% |
| 1Y | -14.9% | -7.5% | -7.3% | -13.9% |
| 3Y | +151.9% | -28.3% | +180.3% | +161.0% |
| All | +7.4% | -63.2% | +70.6% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling