-29.7%
DIS vs DASH
+16.3%
-46.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.0% |
| 7D | -2.6% | -10.6% | +8.0% | -0.8% |
| 30D | +3.5% | +2.2% | +1.3% | +3.2% |
| 3M | +6.8% | +32.3% | -25.5% | +2.0% |
| 6M | +3.0% | +19.1% | -16.1% | -0.4% |
| YTD | -6.7% | -6.5% | -0.2% | -6.6% |
| 1Y | -10.1% | -14.9% | +4.8% | -9.2% |
| 3Y | +33.0% | +151.9% | -118.9% | +12.0% |
| 5Y | -40.0% | +9.4% | -49.4% | -52.3% |
| All | -29.7% | +16.3% | -46.0% | -43.5% |
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