-21.9%
DASH vs PSLV
+50.0%
-71.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.3% | +7.2% | +2.3% |
| 7D | -9.4% | -4.9% | -4.6% | -9.1% |
| 30D | -5.2% | -1.9% | -3.3% | -5.1% |
| 3M | +33.1% | +4.2% | +28.9% | +32.4% |
| 6M | +18.3% | -27.6% | +45.9% | +20.6% |
| YTD | -11.2% | -11.7% | +0.4% | -11.8% |
| 1Y | -21.9% | +49.3% | -71.2% | -27.8% |
| All | -21.9% | +50.0% | -71.9% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling