+136.3%
TER vs DASH
-5.2%
+141.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | +0.2% |
| 7D | +24.0% | -4.1% | +28.1% | +25.5% |
| 30D | -30.6% | -10.6% | -20.0% | -28.7% |
| 3M | -34.5% | -18.8% | -15.7% | -31.2% |
| 6M | -26.4% | +11.2% | -37.6% | -30.9% |
| YTD | +36.4% | -23.8% | +60.2% | +42.8% |
| 1Y | +47.4% | -12.2% | +59.6% | +46.9% |
| 3Y | +202.6% | +97.3% | +105.3% | +129.1% |
| 5Y | +83.9% | -29.8% | +113.7% | +58.4% |
| All | +136.3% | -5.2% | +141.5% | +84.9% |
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 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