-31.7%
DASH vs Q
+56.5%
-88.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -7.4% | -2.0% | -8.5% |
| 7D | +0.5% | -10.3% | +10.8% | +1.8% |
| 30D | -7.1% | -17.7% | +10.6% | -4.9% |
| 3M | -13.2% | -18.8% | +5.6% | -11.2% |
| 6M | +8.3% | -24.8% | +33.1% | +9.7% |
| YTD | -20.6% | +35.0% | -55.6% | -32.6% |
| 1Y | -24.4% | +10.7% | -35.1% | -31.0% |
| All | -31.7% | +56.5% | -88.2% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling