+64.2%
CVX vs DASH
+94.5%
-30.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.4% | +7.5% | -2.1% |
| 7D | -8.0% | +0.5% | -8.5% | -7.9% |
| 30D | +2.6% | -7.1% | +9.7% | +2.5% |
| 3M | +15.2% | -13.2% | +28.4% | +15.1% |
| 6M | +12.5% | +8.3% | +4.2% | +12.4% |
| YTD | +43.6% | -20.6% | +64.2% | +45.4% |
| 1Y | +45.0% | -24.4% | +69.4% | +46.9% |
| All | +64.2% | +94.5% | -30.3% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling