+18.3%
DASH vs ZYBT
-57.8%
+76.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.9% |
| 7D | -9.4% | -2.5% | -7.0% | -9.4% |
| 30D | -5.2% | -1.2% | -3.9% | -5.2% |
| 3M | +33.1% | +76.7% | -43.5% | +29.6% |
| 6M | +18.3% | +103.6% | -85.3% | +13.9% |
| YTD | -11.2% | +38.3% | -49.5% | -13.8% |
| 1Y | -21.9% | -84.7% | +62.8% | -21.5% |
| All | +18.3% | -57.8% | +76.1% | +9.6% |
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