+77.6%
V vs DASH
+94.5%
-17.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.4% | +6.2% | -1.6% |
| 7D | +2.9% | +0.5% | +2.4% | +2.8% |
| 30D | +14.0% | -7.1% | +21.1% | +15.2% |
| 3M | +14.9% | -13.2% | +28.1% | +17.2% |
| 6M | +31.7% | +8.3% | +23.4% | +29.4% |
| YTD | +21.2% | -20.6% | +41.8% | +24.0% |
| 1Y | +25.3% | -24.4% | +49.7% | +28.7% |
| All | +77.6% | +94.5% | -17.0% | +58.5% |
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