+689.5%
AVGO vs DASH
-1.1%
+690.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -9.4% | -1.0% | -8.1% |
| 7D | -15.5% | +0.5% | -16.0% | -15.7% |
| 30D | -22.4% | -7.1% | -15.4% | -21.3% |
| 3M | -30.2% | -13.2% | -17.0% | -28.3% |
| 6M | -31.6% | +8.3% | -39.8% | -34.1% |
| YTD | -15.3% | -20.6% | +5.3% | -12.4% |
| 1Y | -18.2% | -24.4% | +6.2% | -15.1% |
| 3Y | +241.2% | +94.5% | +146.6% | +183.9% |
| 5Y | +469.8% | -9.4% | +479.3% | +388.7% |
| All | +689.5% | -1.1% | +690.7% | +555.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling