-5.2%
DASH vs QSR
+59.0%
-64.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.5% |
| 7D | +0.4% | +7.3% | -6.9% | -3.4% |
| 30D | -6.0% | +11.9% | -17.9% | -11.7% |
| 3M | -15.8% | +7.5% | -23.2% | -19.1% |
| 6M | +7.0% | +2.5% | +4.5% | +5.2% |
| YTD | -20.7% | +17.0% | -37.6% | -28.0% |
| 1Y | -8.5% | +18.1% | -26.7% | -17.8% |
| 3Y | +101.8% | +28.6% | +73.2% | +60.3% |
| 5Y | -9.6% | +55.8% | -65.3% | -43.0% |
| All | -5.2% | +59.0% | -64.2% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling