+38.7%
CSCO vs DASH
-14.1%
+52.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -4.7% | -2.8% | -1.9% | -4.2% |
| 30D | -17.1% | -9.3% | -7.8% | -16.1% |
| 3M | -19.6% | -15.1% | -4.6% | -18.3% |
| 6M | +2.4% | +8.7% | -6.3% | 0.0% |
| YTD | +29.8% | -21.3% | +51.1% | +31.8% |
| 1Y | +38.7% | -12.7% | +51.3% | +39.3% |
| All | +38.7% | -14.1% | +52.8% | +39.3% |
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