+77.6%
V vs DASH
+94.3%
-16.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | 0.0% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +13.6% | -6.0% | +19.6% | +14.6% |
| 3M | +14.3% | -15.8% | +30.0% | +17.1% |
| 6M | +33.1% | +7.0% | +26.1% | +31.0% |
| YTD | +21.2% | -20.7% | +41.9% | +24.1% |
| 1Y | +26.4% | -8.5% | +35.0% | +26.5% |
| 3Y | +77.6% | +101.8% | -24.2% | +58.6% |
| All | +77.6% | +94.3% | -16.7% | +58.6% |
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