+33.5%
T vs DASH
-1.3%
+34.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.9% |
| 7D | +1.0% | +0.4% | +0.6% | +1.0% |
| 30D | -10.6% | -6.0% | -4.6% | -10.5% |
| 3M | -7.7% | -15.8% | +8.0% | -7.4% |
| 6M | -13.3% | +7.0% | -20.3% | -13.5% |
| YTD | -8.8% | -20.7% | +11.9% | -8.2% |
| 1Y | -8.4% | -8.5% | +0.1% | -8.3% |
| 3Y | +59.6% | +101.8% | -42.1% | +53.4% |
| 5Y | +52.1% | -9.6% | +61.7% | +41.5% |
| All | +33.5% | -1.3% | +34.8% | +25.2% |
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