+123.0%
DASH vs PR
+69.4%
+53.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -6.5% | +14.9% | +8.7% |
| 7D | +17.2% | -12.1% | +29.3% | +18.1% |
| 30D | +3.6% | +0.9% | +2.7% | +3.0% |
| 3M | -1.9% | +10.1% | -12.0% | -3.5% |
| 6M | +15.1% | +1.1% | +14.0% | +14.4% |
| YTD | -12.3% | +63.7% | -76.0% | -20.7% |
| 1Y | -17.2% | +87.0% | -104.3% | -27.6% |
| All | +123.0% | +69.4% | +53.7% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling