-5.2%
DASH vs Z
-74.4%
+69.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +1.0% |
| 7D | +0.4% | -4.6% | +4.9% | +2.7% |
| 30D | -6.0% | +8.3% | -14.4% | -9.7% |
| 3M | -15.8% | -11.6% | -4.1% | -11.9% |
| 6M | +7.0% | -33.6% | +40.6% | +26.5% |
| YTD | -20.7% | -56.7% | +36.0% | +12.3% |
| 1Y | -8.5% | -59.1% | +50.6% | +32.0% |
| 3Y | +101.8% | -20.4% | +122.2% | +88.5% |
| 5Y | -9.6% | -55.3% | +45.7% | +0.9% |
| All | -5.2% | -74.4% | +69.2% | +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