+199.8%
CVX vs DASH
-2.1%
+201.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.7% | -10.2% | +8.5% | -1.5% |
| 30D | -0.8% | -8.2% | +7.4% | -0.7% |
| 3M | +9.4% | -15.9% | +25.3% | +9.7% |
| 6M | +17.5% | +13.3% | +4.2% | +16.8% |
| YTD | +43.8% | -21.3% | +65.1% | +44.6% |
| 1Y | +41.9% | -11.1% | +53.0% | +41.9% |
| 3Y | +69.1% | +103.8% | -34.7% | +63.4% |
| 5Y | +128.3% | -21.6% | +149.9% | +117.4% |
| All | +199.8% | -2.1% | +201.9% | +183.8% |
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