-9.5%
DASH vs REPL
-52.9%
+43.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -4.5% | +1.2% | -5.8% | -4.6% |
| 30D | -6.8% | +92.2% | -99.0% | -10.2% |
| 3M | -20.7% | +44.1% | -64.8% | -22.5% |
| 6M | +15.1% | +313.0% | -298.0% | +0.8% |
| YTD | -24.3% | +125.2% | -149.5% | -34.1% |
| 1Y | -12.1% | +143.8% | -155.9% | -24.1% |
| 3Y | +91.1% | +104.2% | -13.1% | +19.9% |
| 5Y | -30.3% | -34.5% | +4.3% | -45.8% |
| All | -9.5% | -52.9% | +43.4% | -31.3% |
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