+44.0%
ABNB vs DASH
+94.5%
-50.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -9.4% | +5.9% | +0.2% |
| 7D | +2.2% | +0.5% | +1.7% | +1.9% |
| 30D | +6.1% | -7.1% | +13.1% | +8.7% |
| 3M | +11.6% | -13.2% | +24.8% | +17.3% |
| 6M | +21.8% | +8.3% | +13.5% | +16.8% |
| YTD | +25.4% | -20.6% | +45.9% | +34.0% |
| 1Y | +38.9% | -24.4% | +63.3% | +49.5% |
| All | +44.0% | +94.5% | -50.6% | -11.2% |
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