-51.1%
ADBE vs DASH
-2.1%
-49.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -3.8% | -2.8% | -1.1% | -3.4% |
| 30D | -2.3% | -9.3% | +7.0% | -0.3% |
| 3M | -13.3% | -15.1% | +1.8% | -10.1% |
| 6M | -6.5% | +8.7% | -15.2% | -9.2% |
| YTD | -32.4% | -21.3% | -11.1% | -29.3% |
| 1Y | -28.0% | -12.7% | -15.4% | -26.9% |
| 3Y | -60.4% | +103.8% | -164.2% | -68.4% |
| 5Y | -63.4% | -16.8% | -46.6% | -69.3% |
| All | -51.1% | -2.1% | -49.0% | -60.3% |
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