+767.5%
ANET vs DASH
+2.7%
+764.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.9% | +2.2% |
| 7D | +3.0% | -11.2% | +14.2% | +6.6% |
| 30D | +3.3% | -7.3% | +10.6% | +5.4% |
| 3M | +24.7% | +31.4% | -6.8% | +12.8% |
| 6M | +46.7% | +11.9% | +34.8% | +38.5% |
| YTD | +48.8% | -11.5% | +60.3% | +51.2% |
| 1Y | +39.2% | -20.0% | +59.3% | +44.9% |
| 3Y | +296.9% | +143.9% | +153.0% | +193.2% |
| 5Y | +767.5% | -0.2% | +767.8% | +602.5% |
| All | +767.5% | +2.7% | +764.9% | +602.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling