+229.2%
JPM vs DASH
-2.1%
+231.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.5% | -10.2% | +7.8% | -1.3% |
| 30D | +2.7% | -8.2% | +10.9% | +3.5% |
| 3M | -4.7% | -15.9% | +11.2% | -3.1% |
| 6M | +15.6% | +13.3% | +2.2% | +13.4% |
| YTD | +8.6% | -21.3% | +29.9% | +10.4% |
| 1Y | +10.9% | -11.1% | +22.0% | +11.1% |
| 3Y | +149.9% | +103.8% | +46.1% | +130.8% |
| 5Y | +131.9% | -21.6% | +153.6% | +109.1% |
| All | +229.2% | -2.1% | +231.3% | +196.2% |
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