+7.4%
DASH vs P
+276.6%
-269.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -5.1% |
| 7D | -10.6% | +6.5% | -17.1% | -12.5% |
| 30D | +2.2% | +18.8% | -16.7% | -4.6% |
| 3M | +32.3% | +26.7% | +5.5% | +19.2% |
| 6M | +19.1% | +62.2% | -43.1% | -3.9% |
| YTD | -6.5% | +48.5% | -55.0% | -23.2% |
| 1Y | -14.9% | +26.4% | -41.3% | -28.4% |
| 3Y | +151.9% | +159.4% | -7.5% | +26.9% |
| All | +7.4% | +276.6% | -269.2% | -57.9% |
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