-5.2%
DASH vs VO
+68.9%
-74.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | +0.1% |
| 7D | +0.4% | -2.6% | +2.9% | +5.5% |
| 30D | -6.0% | -0.9% | -5.1% | -4.0% |
| 3M | -15.8% | -3.0% | -12.7% | -10.7% |
| 6M | +7.0% | +2.2% | +4.8% | +3.4% |
| YTD | -20.7% | +10.6% | -31.2% | -33.3% |
| 1Y | -8.5% | +12.5% | -21.1% | -25.6% |
| 3Y | +101.8% | +61.4% | +40.4% | -18.4% |
| 5Y | -9.6% | +33.4% | -43.0% | -43.3% |
| All | -5.2% | +68.9% | -74.1% | -59.1% |
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