-0.2%
DASH vs PSKY
-78.2%
+78.0%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.8% | -1.8% |
| 7D | -3.7% | -24.6% | +20.8% | -2.5% |
| 30D | -7.1% | -36.1% | +29.1% | -5.3% |
| 3M | -4.8% | -78.6% | +73.8% | -1.8% |
| 6M | -4.8% | -78.6% | +73.8% | -1.8% |
| YTD | -4.8% | -78.6% | +73.8% | -1.8% |
| 1Y | -4.8% | -78.6% | +73.8% | -1.8% |
| 3Y | -4.8% | -78.6% | +73.8% | -1.8% |
| 5Y | -11.6% | -80.0% | +68.4% | -8.7% |
| All | -0.2% | -78.2% | +78.0% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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