+299.5%
ANET vs DASH
+135.3%
+164.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | +3.7% | -12.8% | +16.5% | +8.5% |
| 30D | +0.7% | -6.0% | +6.7% | +2.6% |
| 3M | +26.8% | +26.7% | +0.1% | +13.9% |
| 6M | +40.7% | +11.7% | +29.0% | +31.3% |
| YTD | +47.2% | -12.9% | +60.1% | +52.6% |
| 1Y | +36.0% | -23.1% | +59.1% | +47.2% |
| All | +299.5% | +135.3% | +164.2% | +195.3% |
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 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