-5.9%
DASH vs VO
+73.5%
-79.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.4% |
| 7D | -2.8% | -0.2% | -2.6% | -2.2% |
| 30D | -9.3% | +0.5% | -9.8% | -9.7% |
| 3M | -15.1% | -1.1% | -14.0% | -13.1% |
| 6M | +8.7% | +6.4% | +2.4% | -2.1% |
| YTD | -21.3% | +13.5% | -34.8% | -36.9% |
| 1Y | -12.7% | +13.6% | -26.2% | -30.2% |
| 3Y | +103.8% | +65.2% | +38.6% | -20.9% |
| 5Y | -16.8% | +37.7% | -54.5% | -50.5% |
| All | -5.9% | +73.5% | -79.4% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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