+46.1%
ASML vs DASH
-16.7%
+62.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +8.3% | -11.9% | -3.6% |
| 7D | -10.0% | +17.2% | -27.2% | -10.2% |
| 30D | -19.4% | +3.6% | -23.0% | -19.4% |
| 3M | -12.5% | -1.9% | -10.6% | -12.5% |
| 6M | +8.2% | +15.1% | -6.9% | +6.9% |
| YTD | +40.7% | -12.3% | +53.0% | +42.8% |
| 1Y | +46.1% | -17.2% | +63.4% | +49.0% |
| All | +46.1% | -16.7% | +62.8% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling