-7.4%
T vs DASH
-11.9%
+4.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.0% | -10.2% | +12.2% | +1.6% |
| 30D | -1.0% | -8.2% | +7.2% | -1.5% |
| 3M | -8.1% | -15.9% | +7.8% | -9.1% |
| 6M | -8.3% | +13.3% | -21.6% | -5.4% |
| YTD | -6.1% | -21.3% | +15.2% | -6.2% |
| 1Y | -7.4% | -11.1% | +3.8% | -6.7% |
| All | -7.4% | -11.9% | +4.5% | -6.7% |
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