+164.9%
ASML vs DASH
+152.1%
+12.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.6% | +8.8% | +5.3% |
| 7D | +1.1% | -10.6% | +11.7% | +3.9% |
| 30D | +2.2% | +2.2% | 0.0% | +1.4% |
| 3M | -2.3% | +32.3% | -34.6% | -10.5% |
| 6M | +23.0% | +19.1% | +3.9% | +15.2% |
| YTD | +61.1% | -6.5% | +67.6% | +62.9% |
| 1Y | +129.1% | -14.9% | +144.0% | +137.3% |
| All | +164.9% | +152.1% | +12.9% | +76.5% |
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 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