+46.0%
DIS vs DASH
+114.7%
-68.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.3% | -4.2% | +2.5% |
| 7D | +9.1% | +17.2% | -8.1% | +5.7% |
| 30D | +14.8% | +3.6% | +11.2% | +13.8% |
| 3M | +21.2% | -1.9% | +23.0% | +21.3% |
| 6M | +18.3% | +15.1% | +3.2% | +14.5% |
| YTD | +5.4% | -12.3% | +17.7% | +6.3% |
| 1Y | +8.3% | -17.2% | +25.5% | +9.8% |
| All | +46.0% | +114.7% | -68.7% | +34.5% |
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 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