+92.9%
DIA vs DASH
-2.1%
+95.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.6% | -10.2% | +8.6% | -0.6% |
| 30D | +1.3% | -8.2% | +9.5% | +2.0% |
| 3M | -2.1% | -15.9% | +13.9% | -0.6% |
| 6M | +6.2% | +13.3% | -7.1% | +4.4% |
| YTD | +10.3% | -21.3% | +31.6% | +12.0% |
| 1Y | +11.0% | -11.1% | +22.1% | +11.2% |
| 3Y | +60.4% | +103.8% | -43.4% | +47.7% |
| 5Y | +59.1% | -21.6% | +80.7% | +44.5% |
| All | +92.9% | -2.1% | +95.0% | +74.0% |
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