+6.1%
DASH vs INFY
-21.1%
+27.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -9.4% | -9.8% | +0.3% | -4.5% |
| 30D | -5.2% | -13.4% | +8.2% | +2.0% |
| 3M | +33.1% | -7.2% | +40.4% | +36.6% |
| 6M | +18.3% | -20.6% | +38.9% | +31.8% |
| YTD | -11.2% | -37.5% | +26.2% | +11.2% |
| 1Y | -21.9% | -33.4% | +11.5% | -6.5% |
| 3Y | +144.7% | -32.4% | +177.1% | +174.8% |
| 5Y | -4.4% | -45.5% | +41.0% | +21.5% |
| All | +6.1% | -21.1% | +27.2% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 10y: compounded portfolio wealth divided by compounded INFY 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…
10y analysis · Full analysis span regression · 6 months rolling