+119.9%
TER vs DASH
-2.1%
+121.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | -8.9% | -2.8% | -6.1% | -8.1% |
| 30D | -39.1% | -9.3% | -29.8% | -37.6% |
| 3M | -32.8% | -15.1% | -17.7% | -30.3% |
| 6M | -31.7% | +8.7% | -40.5% | -35.5% |
| YTD | +26.9% | -21.3% | +48.2% | +31.6% |
| 1Y | +33.6% | -12.7% | +46.2% | +33.5% |
| 3Y | +181.5% | +103.8% | +77.7% | +111.2% |
| 5Y | +76.1% | -16.8% | +92.9% | +45.7% |
| All | +119.9% | -2.1% | +121.9% | +70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling