+274.1%
ANET vs DASH
+105.6%
+168.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +10.2% | -10.2% | +20.4% | +14.6% |
| 30D | -6.7% | -8.2% | +1.5% | -4.2% |
| 3M | -0.6% | -15.9% | +15.3% | +4.7% |
| 6M | +44.2% | +13.3% | +30.9% | +32.3% |
| YTD | +50.1% | -21.3% | +71.4% | +61.1% |
| 1Y | +45.8% | -11.1% | +56.9% | +46.3% |
| All | +274.1% | +105.6% | +168.5% | +173.1% |
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 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