-7.0%
DASH vs Z
-55.4%
+48.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +1.1% |
| 7D | +0.4% | -4.6% | +4.9% | +3.0% |
| 30D | -6.0% | +8.3% | -14.4% | -10.3% |
| 3M | -15.8% | -11.6% | -4.1% | -11.5% |
| 6M | +7.0% | -33.6% | +40.6% | +29.4% |
| YTD | -20.7% | -56.7% | +36.0% | +18.0% |
| 1Y | -8.5% | -59.1% | +50.6% | +39.0% |
| 3Y | +101.8% | -20.4% | +122.2% | +74.4% |
| All | -7.0% | -55.4% | +48.4% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling