+30.8%
ASML vs DASH
-25.5%
+56.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.4% | +0.1% | -9.0% |
| 7D | -19.0% | +0.5% | -19.6% | -18.8% |
| 30D | -25.9% | -7.1% | -18.9% | -25.6% |
| 3M | -19.1% | -13.2% | -5.9% | -18.8% |
| 6M | -5.7% | +8.3% | -14.0% | -6.9% |
| YTD | +27.6% | -20.6% | +48.1% | +29.9% |
| 1Y | +30.8% | -24.4% | +55.2% | +33.7% |
| All | +30.8% | -25.5% | +56.3% | +33.7% |
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