-5.9%
DASH vs NYT
+63.3%
-69.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -10.2% | +9.3% | -19.6% | -14.3% |
| 30D | -8.2% | +10.0% | -18.2% | -12.7% |
| 3M | -15.9% | +14.5% | -30.4% | -22.3% |
| 6M | +13.3% | -5.4% | +18.7% | +14.4% |
| YTD | -21.3% | +6.0% | -27.3% | -25.9% |
| 1Y | -11.1% | +16.7% | -27.9% | -21.1% |
| 3Y | +103.8% | +72.7% | +31.1% | +30.4% |
| 5Y | -21.6% | +59.8% | -81.4% | -51.4% |
| All | -5.9% | +63.3% | -69.3% | -39.1% |
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