-23.1%
DASH vs NYT
+14.6%
-37.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.3% |
| 7D | -12.8% | -1.6% | -11.2% | -12.6% |
| 30D | -6.0% | +2.8% | -8.8% | -6.3% |
| 3M | +26.7% | -9.2% | +35.9% | +27.3% |
| 6M | +11.7% | -17.1% | +28.8% | +13.1% |
| YTD | -12.9% | -3.2% | -9.7% | -5.7% |
| 1Y | -23.1% | +15.7% | -38.8% | +5.1% |
| All | -23.1% | +14.6% | -37.7% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling