-14.9%
DASH vs CHD
+7.1%
-21.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -10.6% | -2.7% | -7.9% | -10.4% |
| 30D | +2.2% | -4.6% | +6.8% | +2.4% |
| 3M | +32.3% | +5.0% | +27.2% | +32.7% |
| 6M | +19.1% | -3.2% | +22.3% | +18.2% |
| YTD | -6.5% | +18.6% | -25.2% | -6.1% |
| 1Y | -14.9% | +4.8% | -19.7% | -13.2% |
| All | -14.9% | +7.1% | -21.9% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling