+117.9%
ASML vs DASH
+94.5%
+23.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.4% | +0.1% | -7.2% |
| 7D | -19.0% | +0.5% | -19.6% | -19.2% |
| 30D | -25.9% | -7.1% | -18.9% | -24.9% |
| 3M | -19.1% | -13.2% | -5.9% | -17.0% |
| 6M | -5.7% | +8.3% | -14.0% | -10.0% |
| YTD | +27.6% | -20.6% | +48.1% | +33.7% |
| 1Y | +30.8% | -24.4% | +55.2% | +38.1% |
| All | +117.9% | +94.5% | +23.4% | +47.6% |
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