+43.2%
TER vs DASH
-16.7%
+59.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +8.3% | -15.1% | -6.6% |
| 7D | -19.9% | +17.2% | -37.0% | -19.8% |
| 30D | -43.5% | +3.6% | -47.1% | -43.2% |
| 3M | -37.8% | -1.9% | -35.9% | -37.7% |
| 6M | -25.6% | +15.1% | -40.6% | -26.9% |
| YTD | +29.8% | -12.3% | +42.1% | +32.7% |
| 1Y | +43.2% | -17.2% | +60.4% | +47.3% |
| All | +43.2% | -16.7% | +59.9% | +47.3% |
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