-3.2%
DASH vs S
-51.5%
+48.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.3% | +3.1% | -0.7% |
| 7D | -4.1% | +4.1% | -8.1% | -5.7% |
| 30D | -10.6% | -7.2% | -3.5% | -8.9% |
| 3M | -18.8% | 0.0% | -18.7% | -21.3% |
| 6M | +11.2% | +41.6% | -30.4% | -7.8% |
| YTD | -23.8% | +48.6% | -72.4% | -38.9% |
| 1Y | -12.2% | +30.0% | -42.2% | -26.2% |
| 3Y | +97.3% | +42.2% | +55.1% | +42.5% |
| 5Y | -29.8% | -70.8% | +40.9% | -16.5% |
| All | -3.2% | -51.5% | +48.3% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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