+238.5%
TER vs DASH
+152.1%
+86.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.6% | +10.1% | +6.8% |
| 7D | +0.6% | -10.6% | +11.2% | +3.8% |
| 30D | -8.3% | +2.2% | -10.4% | -9.2% |
| 3M | -12.2% | +32.3% | -44.5% | -20.7% |
| 6M | +17.1% | +19.1% | -2.0% | +8.3% |
| YTD | +84.7% | -6.5% | +91.2% | +86.4% |
| 1Y | +199.9% | -14.9% | +214.8% | +211.2% |
| All | +238.5% | +152.1% | +86.4% | +122.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling