+117.3%
V vs DASH
+9.1%
+108.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.3% | -4.5% | +2.8% |
| 7D | +9.0% | +17.2% | -8.2% | +6.8% |
| 30D | +18.1% | +3.6% | +14.5% | +17.4% |
| 3M | +18.3% | -1.9% | +20.2% | +18.4% |
| 6M | +34.1% | +15.1% | +19.0% | +31.0% |
| YTD | +25.2% | -12.3% | +37.5% | +26.1% |
| 1Y | +29.3% | -17.2% | +46.5% | +30.6% |
| 3Y | +83.4% | +114.7% | -31.4% | +63.2% |
| 5Y | +117.2% | -4.3% | +121.4% | +88.1% |
| All | +117.3% | +9.1% | +108.2% | +87.2% |
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 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