+11.7%
DASH vs DUK
+64.0%
-52.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.7% | -4.6% |
| 7D | -10.6% | 0.0% | -10.5% | -10.6% |
| 30D | +2.2% | -1.7% | +3.8% | +2.1% |
| 3M | +32.3% | -0.4% | +32.7% | +32.3% |
| 6M | +19.1% | -7.2% | +26.4% | +19.0% |
| YTD | -6.5% | +5.3% | -11.8% | -6.6% |
| 1Y | -14.9% | +3.0% | -17.8% | -15.0% |
| 3Y | +151.9% | +53.1% | +98.9% | +142.8% |
| 5Y | +9.4% | +37.9% | -28.5% | +5.7% |
| All | +11.7% | +64.0% | -52.3% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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