-5.9%
DASH vs RUN
-85.9%
+80.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.6% | +9.1% | +0.4% |
| 7D | -2.8% | +0.3% | -3.1% | -3.3% |
| 30D | -9.3% | +14.0% | -23.3% | -12.1% |
| 3M | -15.1% | -11.8% | -3.3% | -14.0% |
| 6M | +8.7% | -40.4% | +49.1% | +17.0% |
| YTD | -21.3% | -52.7% | +31.4% | -14.6% |
| 1Y | -12.7% | -52.5% | +39.9% | -5.8% |
| 3Y | +103.8% | -7.7% | +111.5% | +35.6% |
| 5Y | -16.8% | -83.9% | +67.1% | -18.5% |
| All | -5.9% | -85.9% | +80.0% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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