+4.8%
DASH vs Z
-70.6%
+75.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.4% | -1.1% | +4.1% |
| 7D | +17.2% | +10.2% | +7.0% | +12.3% |
| 30D | +3.6% | +23.7% | -20.1% | -6.3% |
| 3M | -1.9% | -6.6% | +4.7% | -0.3% |
| 6M | +15.1% | -23.0% | +38.1% | +27.2% |
| YTD | -12.3% | -50.3% | +38.0% | +16.6% |
| 1Y | -17.2% | -53.6% | +36.4% | +12.8% |
| 3Y | +114.7% | -10.1% | +124.8% | +90.0% |
| 5Y | -4.3% | -49.8% | +45.5% | +0.8% |
| All | +4.8% | -70.6% | +75.4% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling