-5.1%
DASH vs NYT
+38.5%
-43.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.5% |
| 7D | -12.8% | -1.6% | -11.2% | -12.1% |
| 30D | -6.0% | +2.8% | -8.8% | -7.5% |
| 3M | +26.7% | -9.2% | +35.9% | +32.0% |
| 6M | +11.7% | -17.1% | +28.8% | +22.1% |
| YTD | -12.9% | -3.2% | -9.7% | -13.6% |
| 1Y | -23.1% | +15.7% | -38.8% | -32.7% |
| 3Y | +140.0% | +55.7% | +84.3% | +54.5% |
| 5Y | -5.1% | +39.4% | -44.4% | -43.0% |
| All | -5.1% | +38.5% | -43.5% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling