+0.8%
DASH vs S
-52.7%
+53.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.8% |
| 7D | +0.4% | -13.4% | +13.8% | +6.0% |
| 30D | -6.0% | -14.0% | +7.9% | -1.2% |
| 3M | -15.8% | +4.9% | -20.6% | -19.9% |
| 6M | +7.0% | +42.0% | -35.0% | -11.4% |
| YTD | -20.7% | +45.1% | -65.8% | -35.7% |
| 1Y | -8.5% | +33.1% | -41.6% | -23.8% |
| 3Y | +101.8% | +40.6% | +61.2% | +46.5% |
| 5Y | -9.6% | -67.5% | +57.9% | +5.9% |
| All | +0.8% | -52.7% | +53.4% | +8.8% |
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