+153.0%
DASH vs PSKY
-16.0%
+169.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.4% |
| 7D | -10.6% | -0.2% | -10.4% | -10.5% |
| 30D | +2.2% | +24.0% | -21.8% | -0.3% |
| 3M | +32.3% | +2.2% | +30.1% | +31.8% |
| 6M | +19.1% | -9.0% | +28.1% | +19.8% |
| YTD | -6.5% | -18.1% | +11.6% | -5.4% |
| 1Y | -14.9% | -25.1% | +10.2% | -13.5% |
| All | +153.0% | -16.0% | +169.1% | +124.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling