+32.6%
NET vs DASH
-4.2%
+36.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.3% | -10.9% | -8.0% |
| 7D | -16.4% | +17.2% | -33.5% | -25.6% |
| 30D | -25.8% | +3.6% | -29.4% | -28.9% |
| 3M | -11.5% | -1.9% | -9.7% | -13.8% |
| 6M | +18.9% | +15.1% | +3.8% | +2.1% |
| YTD | +35.2% | -12.3% | +47.5% | +38.3% |
| 1Y | +14.5% | -17.2% | +31.7% | +18.3% |
| 3Y | +313.8% | +114.7% | +199.1% | +103.0% |
| 5Y | +32.6% | -4.3% | +36.8% | -11.5% |
| All | +32.6% | -4.2% | +36.7% | -11.5% |
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 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