+29.1%
ABNB vs DASH
-4.6%
+33.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.4% |
| 7D | -1.7% | -4.5% | +2.9% | +0.3% |
| 30D | +11.8% | -6.8% | +18.6% | +14.8% |
| 3M | +0.9% | -20.7% | +21.6% | +10.8% |
| 6M | +40.5% | +15.1% | +25.4% | +30.1% |
| YTD | +37.6% | -24.3% | +61.9% | +51.7% |
| 1Y | +54.1% | -12.1% | +66.3% | +58.2% |
| 3Y | +56.8% | +91.1% | -34.3% | +7.2% |
| 5Y | -9.6% | -30.3% | +20.7% | -19.3% |
| All | +29.1% | -4.6% | +33.6% | +2.3% |
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