+5.8%
DASH vs QSR
+58.8%
-53.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.4% | -3.0% | -4.0% |
| 7D | -11.2% | +0.1% | -11.2% | -11.2% |
| 30D | -7.3% | +5.9% | -13.2% | -10.3% |
| 3M | +31.4% | +10.5% | +21.0% | +24.0% |
| 6M | +11.9% | +7.7% | +4.2% | +6.6% |
| YTD | -11.5% | +16.8% | -28.3% | -19.6% |
| 1Y | -20.0% | +30.9% | -50.9% | -32.9% |
| 3Y | +143.9% | +28.2% | +115.7% | +94.2% |
| 5Y | -0.2% | +45.0% | -45.2% | -36.7% |
| All | +5.8% | +58.8% | -53.0% | -31.7% |
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