-4.5%
DASH vs PSX
+358.7%
-363.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.3% |
| 7D | -4.8% | -8.0% | +3.2% | -3.7% |
| 30D | -7.9% | -9.0% | +1.1% | -6.9% |
| 3M | -16.3% | +24.7% | -41.1% | -19.8% |
| 6M | +10.4% | +49.3% | -39.0% | +2.2% |
| YTD | -20.1% | +100.2% | -120.3% | -30.9% |
| 1Y | -11.4% | +88.8% | -100.3% | -22.6% |
| 3Y | +114.1% | +152.5% | -38.4% | +70.4% |
| 5Y | -5.8% | +283.2% | -289.0% | -31.7% |
| All | -4.5% | +358.7% | -363.2% | -38.9% |
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