+141.4%
DASH vs VSXY
+339.2%
-197.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.3% |
| 7D | -9.4% | -0.3% | -9.1% | -9.5% |
| 30D | -5.2% | -22.1% | +16.9% | -2.7% |
| 3M | +33.1% | -1.1% | +34.3% | +33.0% |
| 6M | +18.3% | +53.8% | -35.5% | +9.9% |
| YTD | -11.2% | +35.5% | -46.7% | -16.4% |
| 1Y | -21.9% | +186.0% | -207.9% | -34.4% |
| All | +141.4% | +339.2% | -197.8% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling