+18.3%
DASH vs VSXY
+37.4%
-19.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.2% | -5.1% |
| 7D | -10.6% | -14.0% | +3.4% | -8.0% |
| 30D | +2.2% | -15.9% | +18.1% | +5.4% |
| 3M | +32.3% | +3.4% | +28.9% | +30.8% |
| 6M | +19.1% | +25.9% | -6.8% | +9.0% |
| YTD | -6.5% | +39.5% | -46.0% | -16.9% |
| 1Y | -14.9% | +194.4% | -209.2% | -37.5% |
| 3Y | +151.9% | +281.4% | -129.5% | +50.1% |
| 5Y | +9.4% | +12.8% | -3.3% | -10.9% |
| All | +18.3% | +37.4% | -19.1% | -4.9% |
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