-9.4%
DASH vs PR
+225.6%
-235.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.9% | -4.5% | -8.6% |
| 7D | +0.5% | -16.5% | +17.1% | +3.2% |
| 30D | -7.1% | -4.5% | -2.6% | -6.8% |
| 3M | -13.2% | +8.5% | -21.7% | -15.0% |
| 6M | +8.3% | -3.3% | +11.6% | +7.7% |
| YTD | -20.6% | +55.7% | -76.3% | -28.5% |
| 1Y | -24.4% | +82.0% | -106.4% | -34.4% |
| 3Y | +94.5% | +62.5% | +32.1% | +68.0% |
| 5Y | -9.4% | +223.9% | -233.4% | -35.9% |
| All | -9.4% | +225.6% | -235.1% | -35.9% |
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