+525.7%
AVGO vs DASH
-7.9%
+533.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.1% | +8.6% |
| 7D | -0.9% | -4.8% | +3.9% | +0.4% |
| 30D | -11.6% | -7.9% | -3.7% | -10.0% |
| 3M | -25.2% | -16.3% | -8.9% | -22.1% |
| 6M | -25.4% | +10.4% | -35.8% | -28.8% |
| YTD | -7.2% | -20.1% | +12.9% | -3.8% |
| 1Y | -7.9% | -11.4% | +3.5% | -7.8% |
| 3Y | +262.1% | +114.1% | +148.0% | +188.5% |
| 5Y | +525.7% | -5.8% | +531.4% | +389.9% |
| All | +525.7% | -7.9% | +533.6% | +389.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling