+48.9%
CIEN vs DASH
-16.7%
+65.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +8.3% | -17.6% | -8.3% |
| 7D | -25.0% | +17.2% | -42.2% | -23.8% |
| 30D | -30.1% | +3.6% | -33.7% | -29.3% |
| 3M | -33.8% | -1.9% | -31.9% | -33.2% |
| 6M | -49.4% | +15.1% | -64.5% | -48.0% |
| YTD | +16.4% | -12.3% | +28.7% | +20.6% |
| 1Y | +48.9% | -17.2% | +66.1% | +53.8% |
| All | +48.9% | -16.7% | +65.6% | +53.8% |
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