-4.5%
DASH vs QSR
+58.7%
-63.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -4.8% | +3.9% | -8.7% | -6.7% |
| 30D | -7.9% | +9.3% | -17.2% | -12.3% |
| 3M | -16.3% | +5.9% | -22.2% | -19.0% |
| 6M | +10.4% | -1.0% | +11.4% | +10.7% |
| YTD | -20.1% | +16.7% | -36.8% | -27.4% |
| 1Y | -11.4% | +18.6% | -30.0% | -20.6% |
| 3Y | +114.1% | +25.4% | +88.7% | +73.9% |
| 5Y | -5.8% | +59.0% | -64.8% | -40.7% |
| All | -4.5% | +58.7% | -63.2% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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