+112.5%
NET vs DASH
+8.6%
+103.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.7% | +1.2% |
| 7D | -7.0% | -10.6% | +3.6% | +0.2% |
| 30D | -4.8% | +2.2% | -6.9% | -6.9% |
| 3M | +3.8% | +32.3% | -28.4% | -16.3% |
| 6M | +50.0% | +19.1% | +30.9% | +28.8% |
| YTD | +41.5% | -6.5% | +48.0% | +42.8% |
| 1Y | +32.8% | -14.9% | +47.7% | +38.7% |
| 3Y | +335.9% | +151.9% | +183.9% | +95.4% |
| All | +112.5% | +8.6% | +103.9% | +46.8% |
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