+7.4%
DASH vs VO
+42.6%
-35.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.3% |
| 7D | -10.6% | -0.3% | -10.3% | -10.2% |
| 30D | +2.2% | -0.3% | +2.5% | +2.6% |
| 3M | +32.3% | +2.9% | +29.3% | +25.7% |
| 6M | +19.1% | +9.3% | +9.8% | +1.6% |
| YTD | -6.5% | +14.2% | -20.7% | -26.2% |
| 1Y | -14.9% | +15.3% | -30.1% | -33.9% |
| 3Y | +151.9% | +56.2% | +95.7% | +8.3% |
| All | +7.4% | +42.6% | -35.2% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling