+143.9%
DASH vs CELH
-56.7%
+200.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.6% | -1.7% | -4.7% |
| 7D | -11.2% | -3.8% | -7.4% | -10.6% |
| 30D | -7.3% | +6.4% | -13.8% | -8.2% |
| 3M | +31.4% | +5.6% | +25.9% | +29.2% |
| 6M | +11.9% | -31.1% | +43.0% | +17.3% |
| YTD | -11.5% | -35.4% | +23.9% | -6.7% |
| 1Y | -20.0% | -46.9% | +26.9% | -12.7% |
| 3Y | +143.9% | -56.0% | +200.0% | +169.2% |
| All | +143.9% | -56.7% | +200.7% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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