+695.4%
AVGO vs DASH
-1.3%
+696.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | -9.9% | +0.4% | -10.3% | -10.1% |
| 30D | -22.0% | -6.0% | -15.9% | -21.1% |
| 3M | -30.0% | -15.8% | -14.3% | -27.6% |
| 6M | -30.7% | +7.0% | -37.7% | -33.1% |
| YTD | -14.7% | -20.7% | +6.0% | -11.7% |
| 1Y | -16.8% | -8.5% | -8.2% | -17.5% |
| 3Y | +244.4% | +101.8% | +142.6% | +184.5% |
| 5Y | +474.0% | -9.6% | +483.6% | +392.5% |
| All | +695.4% | -1.3% | +696.7% | +561.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling