-31.8%
DASH vs Q
+66.4%
-98.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.5% | -0.9% |
| 7D | +0.4% | +0.3% | +0.1% | +0.4% |
| 30D | -6.0% | -9.8% | +3.8% | -5.0% |
| 3M | -15.8% | -12.2% | -3.5% | -14.6% |
| 6M | +7.0% | -21.6% | +28.6% | +8.1% |
| YTD | -20.7% | +43.6% | -64.2% | -33.2% |
| 1Y | -8.5% | +25.7% | -34.2% | -20.0% |
| All | -31.8% | +66.4% | -98.2% | -39.5% |
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