+219.9%
TER vs DASH
+16.3%
+203.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.6% | +10.1% | +6.9% |
| 7D | +0.6% | -10.6% | +11.2% | +3.9% |
| 30D | -8.3% | +2.2% | -10.4% | -9.2% |
| 3M | -12.2% | +32.3% | -44.5% | -20.5% |
| 6M | +17.1% | +19.1% | -2.0% | +8.3% |
| YTD | +84.7% | -6.5% | +91.2% | +83.6% |
| 1Y | +199.9% | -14.9% | +214.8% | +204.6% |
| 3Y | +232.8% | +151.9% | +80.8% | +135.2% |
| 5Y | +198.6% | +9.4% | +189.1% | +130.2% |
| All | +219.9% | +16.3% | +203.6% | +137.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling