+11.7%
DASH vs RF
+138.0%
-126.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.6% | -4.6% |
| 7D | -10.6% | +1.3% | -11.9% | -11.1% |
| 30D | +2.2% | -3.6% | +5.8% | +3.7% |
| 3M | +32.3% | +8.1% | +24.2% | +27.3% |
| 6M | +19.1% | +11.5% | +7.6% | +12.8% |
| YTD | -6.5% | +15.6% | -22.1% | -12.9% |
| 1Y | -14.9% | +15.7% | -30.6% | -21.0% |
| 3Y | +151.9% | +86.9% | +65.1% | +82.6% |
| 5Y | +9.4% | +89.8% | -80.4% | -20.4% |
| All | +11.7% | +138.0% | -126.3% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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