-11.2%
DASH vs PSLV
-1.6%
-9.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | -1.1% |
| 7D | -2.8% | +3.9% | -6.6% | -3.1% |
| 30D | -9.3% | -16.3% | +7.1% | -7.8% |
| 3M | -15.1% | -23.0% | +7.9% | -13.2% |
| 6M | +8.7% | -36.5% | +45.2% | +12.2% |
| YTD | -21.3% | -29.6% | +8.3% | -18.0% |
| All | -11.2% | -1.6% | -9.6% | -5.0% |
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