+241.9%
AVGO vs DASH
+94.5%
+147.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -9.4% | -1.0% | -7.2% |
| 7D | -15.5% | +0.5% | -16.0% | -15.8% |
| 30D | -22.4% | -7.1% | -15.4% | -20.8% |
| 3M | -30.2% | -13.2% | -17.0% | -27.5% |
| 6M | -31.6% | +8.3% | -39.8% | -35.7% |
| YTD | -15.3% | -20.6% | +5.3% | -9.8% |
| 1Y | -18.2% | -24.4% | +6.2% | -12.2% |
| All | +241.9% | +94.5% | +147.4% | +121.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling