+44.5%
CVX vs DASH
-15.0%
+59.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.2% |
| 7D | -9.7% | +0.4% | -10.1% | -9.4% |
| 30D | +3.6% | -6.0% | +9.7% | +3.2% |
| 3M | +13.3% | -15.8% | +29.1% | +11.4% |
| 6M | +16.9% | +7.0% | +9.9% | +19.2% |
| YTD | +43.4% | -20.7% | +64.1% | +43.1% |
| 1Y | +44.5% | -8.5% | +53.0% | +42.0% |
| All | +44.5% | -15.0% | +59.4% | +42.0% |
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 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