+153.0%
DASH vs S
+16.9%
+136.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.7% |
| 7D | -10.6% | -7.7% | -2.9% | -8.6% |
| 30D | +2.2% | -5.3% | +7.5% | +2.9% |
| 3M | +32.3% | +20.3% | +12.0% | +23.3% |
| 6M | +19.1% | +47.4% | -28.3% | +3.4% |
| YTD | -6.5% | +32.5% | -39.0% | -16.5% |
| 1Y | -14.9% | +9.5% | -24.4% | -20.3% |
| All | +153.0% | +16.9% | +136.1% | +114.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling