+92.8%
DDOG vs DASH
-2.1%
+94.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.3% |
| 7D | -2.3% | -10.2% | +7.9% | +2.1% |
| 30D | -35.8% | -8.2% | -27.6% | -34.7% |
| 3M | -25.3% | -15.9% | -9.4% | -21.6% |
| 6M | -8.9% | +13.3% | -22.2% | -17.3% |
| YTD | +35.6% | -21.3% | +56.9% | +43.9% |
| 1Y | -6.8% | -11.1% | +4.3% | -6.4% |
| 3Y | +77.9% | +103.8% | -25.9% | +14.8% |
| 5Y | -3.1% | -21.6% | +18.5% | -25.2% |
| All | +92.8% | -2.1% | +94.8% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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