+14.5%
NET vs DASH
-16.7%
+31.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.3% | -10.9% | -4.3% |
| 7D | -16.4% | +17.2% | -33.5% | -19.7% |
| 30D | -25.8% | +3.6% | -29.4% | -26.5% |
| 3M | -11.5% | -1.9% | -9.7% | -11.8% |
| 6M | +18.9% | +15.1% | +3.8% | +11.7% |
| YTD | +35.2% | -12.3% | +47.5% | +31.7% |
| 1Y | +14.5% | -17.2% | +31.7% | +11.9% |
| All | +14.5% | -16.7% | +31.2% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling