-34.9%
DASH vs Q
+68.3%
-103.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.2% |
| 7D | -4.5% | +1.2% | -5.7% | -4.7% |
| 30D | -6.8% | -2.7% | -4.1% | -6.6% |
| 3M | -20.7% | -16.9% | -3.8% | -19.0% |
| 6M | +15.1% | -26.9% | +41.9% | +18.6% |
| YTD | -24.3% | +45.2% | -69.5% | -36.3% |
| 1Y | -12.1% | +38.1% | -50.3% | -26.0% |
| All | -34.9% | +68.3% | -103.2% | -42.3% |
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