+325.4%
AVGO vs DASH
+152.1%
+173.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +1.8% |
| 7D | -3.0% | -10.6% | +7.6% | +0.8% |
| 30D | -14.4% | +2.2% | -16.6% | -15.4% |
| 3M | -14.4% | +32.3% | -46.7% | -23.7% |
| 6M | +13.1% | +19.1% | -6.0% | +3.7% |
| YTD | +3.8% | -6.5% | +10.3% | +4.8% |
| 1Y | +17.8% | -14.9% | +32.7% | +22.3% |
| All | +325.4% | +152.1% | +173.3% | +186.6% |
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 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