+84.2%
ASML vs DASH
-4.2%
+88.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +8.3% | -11.9% | -6.1% |
| 7D | -10.0% | +17.2% | -27.2% | -14.7% |
| 30D | -19.4% | +3.6% | -23.0% | -20.8% |
| 3M | -12.5% | -1.9% | -10.6% | -13.1% |
| 6M | +8.2% | +15.1% | -6.9% | +0.3% |
| YTD | +40.7% | -12.3% | +53.0% | +41.6% |
| 1Y | +46.1% | -17.2% | +63.4% | +48.4% |
| 3Y | +138.5% | +114.7% | +23.8% | +67.2% |
| 5Y | +84.2% | -4.3% | +88.4% | +26.5% |
| All | +84.2% | -4.2% | +88.3% | +26.5% |
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 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