+0.4%
DASH vs VSXY
+96.5%
-96.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.5% |
| 7D | +0.4% | +11.8% | -11.4% | -1.7% |
| 30D | -6.0% | +25.9% | -32.0% | -10.3% |
| 3M | -15.8% | +15.5% | -31.3% | -18.7% |
| 6M | +7.0% | +109.7% | -102.8% | -11.6% |
| YTD | -20.7% | +99.5% | -120.1% | -34.6% |
| 1Y | -8.5% | +197.5% | -206.0% | -32.0% |
| 3Y | +101.8% | +453.3% | -351.5% | +12.3% |
| 5Y | -9.6% | +110.3% | -119.8% | -32.6% |
| All | +0.4% | +96.5% | -96.1% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling