+108.6%
ASML vs DASH
+8.6%
+100.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.6% | +8.8% | +5.6% |
| 7D | +1.1% | -10.6% | +11.7% | +4.6% |
| 30D | +2.2% | +2.2% | 0.0% | +1.2% |
| 3M | -2.3% | +32.3% | -34.6% | -12.0% |
| 6M | +23.0% | +19.1% | +3.9% | +13.4% |
| YTD | +61.1% | -6.5% | +67.6% | +60.3% |
| 1Y | +129.1% | -14.9% | +144.0% | +133.1% |
| 3Y | +165.4% | +151.9% | +13.4% | +77.4% |
| All | +108.6% | +8.6% | +100.0% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling