+199.3%
CVX vs DASH
-1.1%
+200.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.4% | +7.5% | -1.7% |
| 7D | -8.0% | +0.5% | -8.5% | -8.0% |
| 30D | +2.6% | -7.1% | +9.7% | +2.7% |
| 3M | +15.2% | -13.2% | +28.4% | +15.5% |
| 6M | +12.5% | +8.3% | +4.2% | +12.0% |
| YTD | +43.6% | -20.6% | +64.2% | +44.4% |
| 1Y | +45.0% | -24.4% | +69.4% | +45.8% |
| 3Y | +63.5% | +94.5% | -31.0% | +58.3% |
| 5Y | +126.8% | -9.4% | +136.2% | +115.8% |
| All | +199.3% | -1.1% | +200.5% | +183.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling