+886.8%
AVGO vs DASH
-5.2%
+892.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.2% | +8.7% | +6.3% |
| 7D | +25.0% | -4.1% | +29.1% | +26.2% |
| 30D | +2.0% | -10.6% | +12.6% | +4.4% |
| 3M | -12.3% | -18.8% | +6.5% | -8.4% |
| 6M | -12.8% | +11.2% | -24.0% | -16.6% |
| YTD | +5.9% | -23.8% | +29.7% | +10.5% |
| 1Y | +3.3% | -12.2% | +15.5% | +3.5% |
| 3Y | +293.1% | +97.3% | +195.8% | +226.6% |
| 5Y | +606.7% | -29.8% | +636.6% | +532.4% |
| All | +886.8% | -5.2% | +892.0% | +727.6% |
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 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