+102.1%
DASH vs VO
+60.4%
+41.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.5% | -5.9% | -4.7% |
| 7D | +0.5% | -3.3% | +3.9% | +5.5% |
| 30D | -7.1% | -1.8% | -5.2% | -4.3% |
| 3M | -13.2% | -3.4% | -9.8% | -8.8% |
| 6M | +8.3% | +3.0% | +5.3% | +4.9% |
| YTD | -20.6% | +10.7% | -31.3% | -29.8% |
| 1Y | -24.4% | +11.8% | -36.2% | -34.0% |
| All | +102.1% | +60.4% | +41.7% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling