+476.7%
CIEN vs DASH
-2.1%
+478.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | -9.3% | -2.8% | -6.6% | -8.8% |
| 30D | -39.5% | -9.3% | -30.2% | -38.5% |
| 3M | -29.8% | -15.1% | -14.8% | -27.9% |
| 6M | -50.4% | +8.7% | -59.1% | -52.2% |
| YTD | +16.3% | -21.3% | +37.6% | +19.7% |
| 1Y | +30.4% | -12.7% | +43.0% | +30.6% |
| 3Y | +516.6% | +103.8% | +412.8% | +421.1% |
| 5Y | +349.8% | -16.8% | +366.6% | +283.9% |
| All | +476.7% | -2.1% | +478.8% | +378.2% |
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