+17.6%
ABNB vs DASH
+0.1%
+17.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -9.4% | +5.9% | +0.6% |
| 7D | +2.2% | +0.5% | +1.7% | +1.8% |
| 30D | +6.1% | -7.1% | +13.1% | +9.0% |
| 3M | +11.6% | -13.2% | +24.8% | +17.8% |
| 6M | +21.8% | +8.3% | +13.5% | +15.8% |
| YTD | +25.4% | -20.6% | +45.9% | +35.4% |
| 1Y | +38.9% | -24.4% | +63.3% | +50.9% |
| 3Y | +38.7% | +94.5% | -55.8% | -5.8% |
| 5Y | -15.6% | -9.4% | -6.2% | -31.7% |
| All | +17.6% | +0.1% | +17.4% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling