+102.1%
DASH vs S
+32.3%
+69.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -8.8% | -0.6% | -7.2% |
| 7D | +0.5% | -16.7% | +17.2% | +5.1% |
| 30D | -7.1% | -17.0% | +9.9% | -3.1% |
| 3M | -13.2% | +2.0% | -15.2% | -15.4% |
| 6M | +8.3% | +35.1% | -26.8% | -3.6% |
| YTD | -20.6% | +42.8% | -63.4% | -31.1% |
| 1Y | -24.4% | +27.7% | -52.1% | -32.6% |
| All | +102.1% | +32.3% | +69.8% | +62.1% |
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