+64.0%
CVX vs DASH
+94.3%
-30.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.2% |
| 7D | -9.7% | +0.4% | -10.1% | -9.7% |
| 30D | +3.6% | -6.0% | +9.7% | +3.6% |
| 3M | +13.3% | -15.8% | +29.1% | +13.2% |
| 6M | +16.9% | +7.0% | +9.9% | +16.8% |
| YTD | +43.4% | -20.7% | +64.1% | +45.2% |
| 1Y | +44.5% | -8.5% | +53.0% | +44.7% |
| 3Y | +64.0% | +101.8% | -37.8% | +57.0% |
| All | +64.0% | +94.3% | -30.3% | +57.0% |
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 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