-4.5%
DASH vs INFY
-10.4%
+5.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | -4.8% | -1.1% | -3.7% | -4.5% |
| 30D | -7.9% | +15.5% | -23.4% | -14.9% |
| 3M | -16.3% | -1.1% | -15.2% | -16.7% |
| 6M | +10.4% | -1.3% | +11.7% | +8.9% |
| YTD | -20.1% | -29.0% | +8.9% | -7.1% |
| 1Y | -11.4% | -23.3% | +11.9% | -2.1% |
| 3Y | +114.1% | -17.8% | +131.9% | +113.5% |
| 5Y | -5.8% | -39.4% | +33.7% | +12.3% |
| All | -4.5% | -10.4% | +5.9% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling