+102.1%
DASH vs Z
-19.1%
+121.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -10.6% | +1.2% | -5.9% |
| 7D | +0.5% | -2.3% | +2.8% | +1.6% |
| 30D | -7.1% | +9.4% | -16.4% | -9.7% |
| 3M | -13.2% | -16.1% | +2.9% | -8.8% |
| 6M | +8.3% | -30.4% | +38.7% | +19.9% |
| YTD | -20.6% | -55.6% | +35.0% | -1.8% |
| 1Y | -24.4% | -58.5% | +34.1% | -5.2% |
| All | +102.1% | -19.1% | +121.1% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling