+201.6%
AAPL vs DASH
-5.8%
+207.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +4.1% | -4.5% | +8.7% | +5.0% |
| 30D | +4.0% | -6.8% | +10.8% | +5.0% |
| 3M | +16.8% | -20.7% | +37.5% | +21.2% |
| 6M | +19.4% | +15.1% | +4.3% | +15.2% |
| YTD | +31.5% | -24.3% | +55.8% | +36.2% |
| 1Y | +31.0% | -12.1% | +43.1% | +31.6% |
| 3Y | +95.3% | +91.1% | +4.2% | +66.5% |
| 5Y | +143.4% | -30.3% | +173.6% | +111.1% |
| All | +201.6% | -5.8% | +207.3% | +153.3% |
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