+7.4%
DASH vs PR
+433.6%
-426.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.4% |
| 7D | -10.6% | +2.9% | -13.5% | -11.0% |
| 30D | +2.2% | +18.0% | -15.9% | -0.6% |
| 3M | +32.3% | +16.9% | +15.4% | +28.3% |
| 6M | +19.1% | +28.2% | -9.1% | +13.0% |
| YTD | -6.5% | +69.3% | -75.8% | -15.9% |
| 1Y | -14.9% | +69.5% | -84.4% | -23.8% |
| 3Y | +151.9% | +81.7% | +70.3% | +116.5% |
| All | +7.4% | +433.6% | -426.2% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling