+107.7%
T vs DASH
+152.1%
-44.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -2.1% |
| 7D | -1.3% | -10.6% | +9.3% | -1.7% |
| 30D | +11.4% | +2.2% | +9.2% | +11.5% |
| 3M | +14.3% | +32.3% | -18.0% | +15.8% |
| 6M | -9.3% | +19.1% | -28.4% | -8.2% |
| YTD | +7.1% | -6.5% | +13.6% | +8.0% |
| 1Y | -9.1% | -14.9% | +5.8% | -8.3% |
| All | +107.7% | +152.1% | -44.3% | +104.8% |
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 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