+126.1%
CVX vs DASH
-18.7%
+144.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | -6.2% | -2.8% | -3.5% | -6.2% |
| 30D | -0.4% | -9.3% | +8.9% | -0.2% |
| 3M | +9.3% | -15.1% | +24.4% | +9.7% |
| 6M | +18.4% | +8.7% | +9.7% | +17.7% |
| YTD | +42.5% | -21.3% | +63.8% | +43.5% |
| 1Y | +41.0% | -12.7% | +53.7% | +41.2% |
| 3Y | +67.5% | +103.8% | -36.3% | +60.0% |
| All | +126.1% | -18.7% | +144.8% | +116.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling