-16.8%
AVGO vs DASH
-15.0%
-1.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | -9.9% | +0.4% | -10.3% | -9.6% |
| 30D | -22.0% | -6.0% | -15.9% | -21.3% |
| 3M | -30.0% | -15.8% | -14.3% | -29.1% |
| 6M | -30.7% | +7.0% | -37.7% | -31.8% |
| YTD | -14.7% | -20.7% | +6.0% | -17.8% |
| 1Y | -16.8% | -8.5% | -8.2% | -17.9% |
| All | -16.8% | -15.0% | -1.8% | -17.9% |
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