-31.2%
DIS vs DASH
-12.0%
-19.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.4% | +7.9% | +0.6% |
| 7D | +5.7% | +0.5% | +5.2% | +5.4% |
| 30D | +12.7% | -7.1% | +19.8% | +14.1% |
| 3M | +15.2% | -13.2% | +28.4% | +18.3% |
| 6M | +17.6% | +8.3% | +9.3% | +14.5% |
| YTD | +3.8% | -20.6% | +24.4% | +7.4% |
| 1Y | +6.8% | -24.4% | +31.2% | +10.9% |
| 3Y | +42.1% | +94.5% | -52.4% | +16.1% |
| 5Y | -31.2% | -9.4% | -21.7% | -46.3% |
| All | -31.2% | -12.0% | -19.2% | -46.3% |
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