+1.1%
DASH vs VSXY
+106.4%
-105.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.3% | -0.3% |
| 7D | -4.8% | +15.2% | -20.0% | -7.3% |
| 30D | -7.9% | +37.0% | -44.9% | -13.5% |
| 3M | -16.3% | +15.2% | -31.5% | -19.2% |
| 6M | +10.4% | +136.3% | -125.9% | -11.1% |
| YTD | -20.1% | +109.6% | -129.7% | -34.7% |
| 1Y | -11.4% | +223.7% | -235.1% | -35.3% |
| 3Y | +114.1% | +516.3% | -402.2% | +15.7% |
| 5Y | -5.8% | +125.1% | -130.9% | -30.7% |
| All | +1.1% | +106.4% | -105.3% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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