+18.2%
TER vs DASH
-15.0%
+33.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -20.5% | +0.4% | -20.8% | -19.9% |
| 30D | -47.0% | -6.0% | -41.0% | -46.5% |
| 3M | -43.3% | -15.8% | -27.5% | -42.8% |
| 6M | -42.9% | +7.0% | -49.9% | -44.0% |
| YTD | +12.9% | -20.7% | +33.5% | +17.4% |
| 1Y | +18.2% | -8.5% | +26.7% | +16.2% |
| All | +18.2% | -15.0% | +33.1% | +16.2% |
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