+33.9%
TER vs DASH
-12.8%
+46.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.7% | +12.0% | +12.7% |
| 7D | -5.8% | -4.8% | -1.0% | -5.2% |
| 30D | -38.9% | -7.9% | -31.0% | -38.3% |
| 3M | -35.1% | -16.3% | -18.8% | -34.5% |
| 6M | -31.6% | +10.4% | -42.0% | -33.3% |
| YTD | +27.2% | -20.1% | +47.3% | +33.4% |
| All | +33.9% | -12.8% | +46.7% | +34.1% |
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