+494.6%
CIEN vs DASH
-5.8%
+500.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.5% |
| 7D | +15.3% | -4.5% | +19.8% | +16.4% |
| 30D | -22.0% | -6.8% | -15.2% | -21.3% |
| 3M | -36.6% | -20.7% | -15.9% | -34.0% |
| 6M | -51.5% | +15.1% | -66.5% | -53.8% |
| YTD | +20.0% | -24.3% | +44.2% | +24.3% |
| 1Y | +44.5% | -12.1% | +56.6% | +44.3% |
| 3Y | +539.0% | +91.1% | +448.0% | +446.9% |
| 5Y | +356.8% | -30.3% | +387.1% | +297.2% |
| All | +494.6% | -5.8% | +500.4% | +396.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling