+470.9%
CIEN vs DASH
-0.6%
+471.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.7% | +9.9% | +10.5% |
| 7D | -5.3% | -4.8% | -0.5% | -4.4% |
| 30D | -40.1% | -7.9% | -32.2% | -39.3% |
| 3M | -34.7% | -16.3% | -18.4% | -32.7% |
| 6M | -50.9% | +10.4% | -61.3% | -52.8% |
| YTD | +15.2% | -20.1% | +35.3% | +18.1% |
| 1Y | +35.2% | -11.4% | +46.6% | +35.0% |
| 3Y | +522.6% | +114.1% | +408.5% | +421.4% |
| 5Y | +344.2% | -5.8% | +350.0% | +274.8% |
| All | +470.9% | -0.6% | +471.4% | +371.9% |
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 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