-5.2%
DASH vs NDAQ
+169.6%
-174.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | +0.4% | +0.8% | -0.5% | +0.1% |
| 30D | -6.0% | +16.5% | -22.6% | -17.1% |
| 3M | -15.8% | +13.5% | -29.2% | -24.3% |
| 6M | +7.0% | +20.9% | -14.0% | -9.4% |
| YTD | -20.7% | +11.4% | -32.1% | -28.5% |
| 1Y | -8.5% | +25.9% | -34.5% | -26.2% |
| 3Y | +101.8% | +119.9% | -18.1% | -6.9% |
| 5Y | -9.6% | +61.7% | -71.3% | -48.7% |
| All | -5.2% | +169.6% | -174.8% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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