+18.7%
DASH vs S
-56.8%
+75.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.8% |
| 7D | -10.6% | -7.7% | -2.9% | -7.8% |
| 30D | +2.2% | -5.3% | +7.5% | +3.2% |
| 3M | +32.3% | +20.3% | +12.0% | +20.3% |
| 6M | +19.1% | +47.4% | -28.3% | -1.8% |
| YTD | -6.5% | +32.5% | -39.0% | -19.8% |
| 1Y | -14.9% | +9.5% | -24.4% | -21.9% |
| 3Y | +151.9% | +15.5% | +136.4% | +102.7% |
| 5Y | +9.4% | -71.2% | +80.6% | +34.2% |
| All | +18.7% | -56.8% | +75.5% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling