+61.9%
DIA vs DASH
+105.9%
-44.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | +0.8% | -4.8% | +5.6% | +1.4% |
| 30D | +1.4% | -7.9% | +9.3% | +2.4% |
| 3M | -2.7% | -16.3% | +13.6% | -0.6% |
| 6M | +6.2% | +10.4% | -4.2% | +4.0% |
| YTD | +10.1% | -20.1% | +30.2% | +12.6% |
| 1Y | +13.0% | -11.4% | +24.4% | +13.4% |
| 3Y | +61.9% | +114.1% | -52.2% | +43.4% |
| All | +61.9% | +105.9% | -44.0% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling