+199.8%
TER vs DASH
-14.9%
+214.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.6% | +10.1% | +5.8% |
| 7D | +0.6% | -10.6% | +11.1% | +1.5% |
| 30D | -8.3% | +2.2% | -10.5% | -8.7% |
| 3M | -12.2% | +32.3% | -44.5% | -16.4% |
| 6M | +17.0% | +19.1% | -2.1% | +13.5% |
| YTD | +84.6% | -6.5% | +91.1% | +90.1% |
| 1Y | +199.8% | -14.9% | +214.7% | +254.9% |
| All | +199.8% | -14.9% | +214.7% | +254.9% |
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