+57.9%
DIA vs DASH
-30.7%
+88.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.2% |
| 7D | +2.1% | -4.5% | +6.7% | +2.7% |
| 30D | +1.5% | -6.8% | +8.3% | +2.2% |
| 3M | -2.4% | -20.7% | +18.3% | +0.1% |
| 6M | +6.0% | +15.1% | -9.1% | +3.5% |
| YTD | +10.1% | -24.3% | +34.3% | +12.8% |
| 1Y | +11.8% | -12.1% | +24.0% | +12.2% |
| 3Y | +59.7% | +91.1% | -31.3% | +44.2% |
| All | +57.9% | -30.7% | +88.6% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling