+1.5%
DASH vs ZYBT
-60.2%
+61.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -3.2% |
| 7D | -4.1% | +8.7% | -12.8% | -4.1% |
| 30D | -10.6% | +1.4% | -12.0% | -10.6% |
| 3M | -18.8% | -3.2% | -15.6% | -18.8% |
| 6M | +11.2% | +48.5% | -37.3% | +8.5% |
| YTD | -23.8% | +30.4% | -54.2% | -26.0% |
| 1Y | -12.2% | -30.6% | +18.4% | -13.4% |
| All | +1.5% | -60.2% | +61.7% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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