-5.2%
DASH vs REPL
-53.5%
+48.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.0% | -8.1% | -0.6% |
| 7D | +0.4% | +22.8% | -22.4% | -0.7% |
| 30D | -6.0% | +63.8% | -69.8% | -8.7% |
| 3M | -15.8% | +68.1% | -83.9% | -18.4% |
| 6M | +7.0% | +528.5% | -521.5% | -9.8% |
| YTD | -20.7% | +122.4% | -143.1% | -30.9% |
| 1Y | -8.5% | +154.4% | -162.9% | -21.4% |
| 3Y | +101.8% | +68.0% | +33.8% | +33.9% |
| 5Y | -9.6% | -35.4% | +25.8% | -29.6% |
| All | -5.2% | -53.5% | +48.3% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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