+6.1%
DASH vs NYT
+49.0%
-43.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +1.9% |
| 7D | -9.4% | -0.7% | -8.7% | -9.1% |
| 30D | -5.2% | +4.5% | -9.6% | -7.4% |
| 3M | +33.1% | -8.5% | +41.7% | +37.7% |
| 6M | +18.3% | -15.1% | +33.4% | +26.7% |
| YTD | -11.2% | -3.3% | -7.9% | -11.7% |
| 1Y | -21.9% | +17.0% | -38.9% | -31.2% |
| 3Y | +144.7% | +55.7% | +89.0% | +66.9% |
| 5Y | -4.4% | +38.9% | -43.3% | -37.0% |
| All | +6.1% | +49.0% | -43.0% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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