+11.7%
DASH vs MKTX
-68.9%
+80.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.2% |
| 6M | +19.1% | -12.9% | +32.0% | +23.8% |
| YTD | -6.5% | -8.5% | +2.0% | -4.7% |
| 1Y | -14.9% | -7.5% | -7.3% | -14.0% |
| 3Y | +151.9% | -28.3% | +180.3% | +161.6% |
| 5Y | +9.4% | -63.3% | +72.7% | +40.0% |
| All | +11.7% | -68.9% | +80.6% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling