+10.3%
ABNB vs DASH
+8.6%
+1.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | +0.3% |
| 7D | -4.0% | -10.6% | +6.6% | +1.0% |
| 30D | +19.3% | +2.2% | +17.2% | +18.1% |
| 3M | +36.1% | +32.3% | +3.8% | +19.2% |
| 6M | +34.2% | +19.1% | +15.1% | +22.3% |
| YTD | +34.1% | -6.5% | +40.6% | +35.8% |
| 1Y | +45.1% | -14.9% | +60.0% | +50.2% |
| 3Y | +37.1% | +151.9% | -114.8% | -19.8% |
| All | +10.3% | +8.6% | +1.7% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling