+158.1%
DASH vs VNQ
+33.3%
+124.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -4.0% | -4.2% |
| 7D | -10.6% | -1.3% | -9.3% | -9.7% |
| 30D | +2.2% | -2.9% | +5.1% | +4.4% |
| 3M | +32.3% | +0.8% | +31.5% | +31.4% |
| 6M | +19.1% | +2.5% | +16.6% | +16.7% |
| YTD | -6.5% | +10.6% | -17.1% | -13.7% |
| 1Y | -14.9% | +9.1% | -24.0% | -20.7% |
| All | +158.1% | +33.3% | +124.9% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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