+64.7%
ABNB vs DASH
+105.9%
-41.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.1% |
| 7D | +11.2% | -4.8% | +16.0% | +13.2% |
| 30D | +14.7% | -7.9% | +22.6% | +18.0% |
| 3M | +6.9% | -16.3% | +23.2% | +13.9% |
| 6M | +34.5% | +10.4% | +24.1% | +28.2% |
| YTD | +40.2% | -20.1% | +60.3% | +49.5% |
| 1Y | +57.4% | -11.4% | +68.8% | +60.7% |
| 3Y | +64.7% | +114.1% | -49.4% | -3.8% |
| All | +64.7% | +105.9% | -41.1% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling