+415.9%
CIEN vs DASH
-1.3%
+417.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | -24.1% | +0.4% | -24.5% | -24.3% |
| 30D | -45.5% | -6.0% | -39.4% | -45.0% |
| 3M | -39.7% | -15.8% | -24.0% | -37.9% |
| 6M | -57.8% | +7.0% | -64.8% | -59.2% |
| YTD | +4.1% | -20.7% | +24.7% | +6.9% |
| 1Y | +20.8% | -8.5% | +29.4% | +19.7% |
| 3Y | +463.1% | +101.8% | +361.4% | +376.6% |
| 5Y | +302.3% | -9.6% | +311.9% | +240.8% |
| All | +415.9% | -1.3% | +417.2% | +327.0% |
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