+215.3%
ASML vs DASH
-1.1%
+216.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.4% | +0.1% | -6.7% |
| 7D | -19.0% | +0.5% | -19.6% | -19.4% |
| 30D | -25.9% | -7.1% | -18.9% | -24.7% |
| 3M | -19.1% | -13.2% | -5.9% | -16.6% |
| 6M | -5.7% | +8.3% | -14.0% | -10.4% |
| YTD | +27.6% | -20.6% | +48.1% | +32.0% |
| 1Y | +30.8% | -24.4% | +55.2% | +36.1% |
| 3Y | +116.2% | +94.5% | +21.7% | +63.2% |
| 5Y | +67.7% | -9.4% | +77.1% | +33.1% |
| All | +215.3% | -1.1% | +216.4% | +142.2% |
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