+237.8%
ABBV vs DASH
-0.6%
+238.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | +1.5% | -4.8% | +6.3% | +1.6% |
| 30D | +6.7% | -7.9% | +14.6% | +6.8% |
| 3M | +19.9% | -16.3% | +36.3% | +20.1% |
| 6M | +47.5% | +10.4% | +37.1% | +47.3% |
| YTD | +32.2% | -20.1% | +52.3% | +32.6% |
| 1Y | +37.8% | -11.4% | +49.3% | +38.0% |
| 3Y | +134.8% | +114.1% | +20.7% | +132.7% |
| 5Y | +203.0% | -5.8% | +208.8% | +199.4% |
| All | +237.8% | -0.6% | +238.4% | +230.9% |
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