-9.4%
DASH vs P
+237.3%
-246.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -16.4% | +7.0% | -4.7% |
| 7D | +0.5% | -31.9% | +32.4% | +11.4% |
| 30D | -7.1% | -36.5% | +29.4% | +4.5% |
| 3M | -13.2% | +11.6% | -24.8% | -19.7% |
| 6M | +8.3% | +25.2% | -16.9% | -6.8% |
| YTD | -20.6% | +39.4% | -60.0% | -35.4% |
| 1Y | -24.4% | -3.7% | -20.7% | -31.2% |
| 3Y | +94.5% | +167.3% | -72.7% | -8.8% |
| 5Y | -9.4% | +237.3% | -246.8% | -63.3% |
| All | -9.4% | +237.3% | -246.8% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling