+29.2%
ABNB vs DASH
-0.8%
+30.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.1% |
| 7D | +11.9% | -2.8% | +14.7% | +13.1% |
| 30D | +12.7% | -9.3% | +22.0% | +17.0% |
| 3M | +1.2% | -15.1% | +16.3% | +7.9% |
| 6M | +32.1% | +8.7% | +23.4% | +25.5% |
| YTD | +37.7% | -21.3% | +59.0% | +49.3% |
| 1Y | +55.5% | -12.7% | +68.1% | +60.0% |
| 3Y | +58.2% | +103.8% | -45.6% | +5.1% |
| 5Y | -2.8% | -16.8% | +14.0% | -18.7% |
| All | +29.2% | -0.8% | +30.0% | +0.7% |
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