+143.9%
DASH vs NYT
+57.5%
+86.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.0% | -6.3% | -5.5% |
| 7D | -11.2% | +0.3% | -11.5% | -11.2% |
| 30D | -7.3% | +7.0% | -14.3% | -8.6% |
| 3M | +31.4% | -7.9% | +39.3% | +33.0% |
| 6M | +11.9% | -15.0% | +26.9% | +15.0% |
| YTD | -11.5% | -1.3% | -10.2% | -11.3% |
| 1Y | -20.0% | +16.9% | -36.9% | -22.3% |
| 3Y | +143.9% | +58.9% | +85.0% | +93.5% |
| All | +143.9% | +57.5% | +86.4% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling