+56.7%
T vs DASH
+16.3%
+40.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.8% |
| 7D | -1.3% | -10.6% | +9.3% | -1.0% |
| 30D | +11.4% | +2.2% | +9.2% | +11.3% |
| 3M | +14.3% | +32.3% | -18.0% | +13.5% |
| 6M | -9.3% | +19.1% | -28.4% | -9.7% |
| YTD | +7.1% | -6.5% | +13.6% | +7.4% |
| 1Y | -9.1% | -14.9% | +5.8% | -8.7% |
| 3Y | +105.3% | +151.9% | -46.6% | +95.8% |
| 5Y | +66.8% | +9.4% | +57.4% | +54.9% |
| All | +56.7% | +16.3% | +40.4% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling