+11.7%
DASH vs PSKY
-66.0%
+77.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.3% |
| 7D | -10.6% | -0.2% | -10.4% | -10.5% |
| 30D | +2.2% | +24.0% | -21.8% | -2.2% |
| 3M | +32.3% | +2.2% | +30.1% | +31.4% |
| 6M | +19.1% | -9.0% | +28.1% | +20.8% |
| YTD | -6.5% | -18.1% | +11.6% | -3.8% |
| 1Y | -14.9% | -25.1% | +10.2% | -11.8% |
| 3Y | +151.9% | -16.3% | +168.3% | +136.5% |
| 5Y | +9.4% | -70.4% | +79.8% | +24.3% |
| All | +11.7% | -66.0% | +77.7% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling