-22.0%
DIS vs DASH
-1.3%
-20.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +5.2% | +0.4% | +4.9% | +5.1% |
| 30D | +11.5% | -6.0% | +17.5% | +12.3% |
| 3M | +11.5% | -15.8% | +27.3% | +14.3% |
| 6M | +8.9% | +7.0% | +1.9% | +7.1% |
| YTD | +3.4% | -20.7% | +24.1% | +6.0% |
| 1Y | +7.2% | -8.5% | +15.7% | +7.3% |
| 3Y | +43.3% | +101.8% | -58.5% | +25.0% |
| 5Y | -31.4% | -9.6% | -21.9% | -44.4% |
| All | -22.0% | -1.3% | -20.7% | -35.9% |
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