-44.9%
ADBE vs DASH
+16.3%
-61.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.6% | -2.1% | -5.5% |
| 7D | -8.6% | -10.6% | +2.0% | -5.9% |
| 30D | +2.8% | +2.2% | +0.6% | +2.2% |
| 3M | +3.1% | +32.3% | -29.1% | -4.2% |
| 6M | -2.4% | +19.1% | -21.5% | -7.2% |
| YTD | -23.9% | -6.5% | -17.3% | -23.4% |
| 1Y | -22.6% | -14.9% | -7.7% | -21.0% |
| 3Y | -52.7% | +151.9% | -204.6% | -64.2% |
| 5Y | -60.0% | +9.4% | -69.5% | -68.0% |
| All | -44.9% | +16.3% | -61.2% | -57.0% |
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