+153.0%
DASH vs P
+158.6%
-5.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -4.9% |
| 7D | -10.6% | +6.5% | -17.1% | -11.7% |
| 30D | +2.2% | +18.8% | -16.7% | -2.0% |
| 3M | +32.3% | +26.7% | +5.5% | +24.2% |
| 6M | +19.1% | +62.2% | -43.1% | +4.2% |
| YTD | -6.5% | +48.5% | -55.0% | -17.1% |
| 1Y | -14.9% | +26.4% | -41.3% | -23.2% |
| All | +153.0% | +158.6% | -5.6% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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