-5.9%
DASH vs Z
-74.9%
+69.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | +1.0% |
| 7D | -2.8% | -6.5% | +3.7% | +0.3% |
| 30D | -9.3% | -0.1% | -9.2% | -9.5% |
| 3M | -15.1% | -14.1% | -0.9% | -10.1% |
| 6M | +8.7% | -30.1% | +38.8% | +25.5% |
| YTD | -21.3% | -57.5% | +36.2% | +12.3% |
| 1Y | -12.7% | -60.3% | +47.7% | +27.6% |
| 3Y | +103.8% | -21.0% | +124.8% | +90.7% |
| 5Y | -16.8% | -54.9% | +38.1% | -6.9% |
| All | -5.9% | -74.9% | +69.0% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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