-32.3%
DASH vs Q
+75.8%
-108.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -2.8% | +4.0% | -6.8% | -3.2% |
| 30D | -9.3% | -2.3% | -6.9% | -9.1% |
| 3M | -15.1% | -7.9% | -7.1% | -14.4% |
| 6M | +8.7% | -16.0% | +24.7% | +8.8% |
| YTD | -21.3% | +51.7% | -73.0% | -34.1% |
| 1Y | -12.7% | +28.3% | -41.0% | -22.8% |
| All | -32.3% | +75.8% | -108.1% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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