-6.8%
AVGO vs DASH
-16.7%
+9.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.3% | -10.3% | -2.5% |
| 7D | -7.5% | +17.2% | -24.7% | -8.5% |
| 30D | -10.2% | +3.6% | -13.8% | -10.3% |
| 3M | -22.0% | -1.9% | -20.2% | -22.1% |
| 6M | -21.6% | +15.1% | -36.7% | -23.2% |
| YTD | -5.4% | -12.3% | +6.9% | -8.3% |
| 1Y | -6.8% | -17.2% | +10.4% | -9.7% |
| All | -6.8% | -16.7% | +9.9% | -9.7% |
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