-5.2%
DASH vs PR
+1,403.3%
-1,408.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.1% | -0.4% |
| 7D | +0.4% | -16.4% | +16.8% | +2.9% |
| 30D | -6.0% | -1.9% | -4.2% | -6.1% |
| 3M | -15.8% | +8.0% | -23.7% | -17.2% |
| 6M | +7.0% | +4.1% | +2.9% | +5.2% |
| YTD | -20.7% | +58.7% | -79.4% | -27.8% |
| 1Y | -8.5% | +75.8% | -84.4% | -18.4% |
| 3Y | +101.8% | +73.2% | +28.6% | +76.4% |
| 5Y | -9.6% | +230.1% | -239.7% | -31.9% |
| All | -5.2% | +1,403.3% | -1,408.5% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling