+227.9%
JPM vs DASH
-2.1%
+230.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +1.2% | -2.8% | +4.0% | +1.5% |
| 30D | +2.7% | -9.3% | +12.0% | +3.7% |
| 3M | -4.5% | -15.1% | +10.6% | -3.0% |
| 6M | +14.3% | +8.7% | +5.6% | +12.7% |
| YTD | +8.2% | -21.3% | +29.5% | +10.0% |
| 1Y | +10.0% | -12.7% | +22.7% | +10.4% |
| 3Y | +149.0% | +103.8% | +45.2% | +130.0% |
| 5Y | +131.0% | -16.8% | +147.8% | +108.1% |
| All | +227.9% | -2.1% | +230.0% | +195.1% |
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 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