+86.7%
V vs DASH
+16.3%
+70.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.7% | -0.4% |
| 7D | -1.7% | -10.6% | +8.9% | -0.3% |
| 30D | +2.0% | +2.2% | -0.2% | +1.7% |
| 3M | +17.4% | +32.3% | -14.9% | +13.0% |
| 6M | +17.5% | +19.1% | -1.6% | +14.3% |
| YTD | +7.6% | -6.5% | +14.1% | +7.7% |
| 1Y | +7.7% | -14.9% | +22.6% | +8.5% |
| 3Y | +54.7% | +151.9% | -97.3% | +35.0% |
| 5Y | +73.0% | +9.4% | +63.6% | +49.1% |
| All | +86.7% | +16.3% | +70.4% | +59.9% |
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