-5.9%
DASH vs PSX
+354.5%
-360.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -2.8% | -7.8% | +5.0% | -1.7% |
| 30D | -9.3% | -9.9% | +0.6% | -8.2% |
| 3M | -15.1% | +16.9% | -32.0% | -17.7% |
| 6M | +8.7% | +48.0% | -39.2% | +0.8% |
| YTD | -21.3% | +98.3% | -119.6% | -31.9% |
| 1Y | -12.7% | +86.2% | -98.8% | -23.5% |
| 3Y | +103.8% | +144.0% | -40.2% | +63.3% |
| 5Y | -16.8% | +287.7% | -304.5% | -39.8% |
| All | -5.9% | +354.5% | -360.5% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling