+4.8%
DASH vs RF
+127.1%
-122.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.5% | +6.8% | +7.6% |
| 7D | +17.2% | +2.3% | +14.9% | +16.1% |
| 30D | +3.6% | +7.2% | -3.7% | +0.4% |
| 3M | -1.9% | -8.2% | +6.3% | +1.9% |
| 6M | +15.1% | +7.0% | +8.0% | +11.2% |
| YTD | -12.3% | +10.3% | -22.6% | -16.6% |
| 1Y | -17.2% | +25.1% | -42.3% | -25.7% |
| 3Y | +114.7% | +110.3% | +4.4% | +48.3% |
| 5Y | -4.3% | +47.1% | -51.4% | -25.4% |
| All | +4.8% | +127.1% | -122.3% | -30.7% |
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