+11.7%
DASH vs NYT
+50.6%
-38.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -5.0% | -4.8% |
| 7D | -10.6% | -1.3% | -9.3% | -10.0% |
| 30D | +2.2% | +2.7% | -0.6% | +0.6% |
| 3M | +32.3% | -10.3% | +42.6% | +38.4% |
| 6M | +19.1% | -16.6% | +35.7% | +29.1% |
| YTD | -6.5% | -2.3% | -4.3% | -7.5% |
| 1Y | -14.9% | +15.0% | -29.9% | -24.2% |
| 3Y | +151.9% | +57.1% | +94.8% | +71.0% |
| 5Y | +9.4% | +37.2% | -27.7% | -27.8% |
| All | +11.7% | +50.6% | -38.9% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling