+62.1%
T vs DASH
+105.9%
-43.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | +1.7% | -4.8% | +6.5% | +1.5% |
| 30D | -1.7% | -7.9% | +6.2% | -2.0% |
| 3M | -7.3% | -16.3% | +9.0% | -8.0% |
| 6M | -11.2% | +10.4% | -21.6% | -10.2% |
| YTD | -8.1% | -20.1% | +12.0% | -7.9% |
| 1Y | -8.0% | -11.4% | +3.4% | -7.5% |
| 3Y | +62.1% | +114.1% | -51.9% | +84.7% |
| All | +62.1% | +105.9% | -43.7% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling