-14.9%
DASH vs PSX
+101.0%
-115.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.6% |
| 7D | -10.6% | +4.5% | -15.1% | -9.8% |
| 30D | +2.2% | +26.6% | -24.5% | +6.7% |
| 3M | +32.3% | +39.3% | -7.0% | +41.0% |
| 6M | +19.1% | +56.8% | -37.7% | +27.9% |
| YTD | -6.5% | +101.8% | -108.3% | +0.5% |
| 1Y | -14.9% | +99.6% | -114.5% | -9.2% |
| All | -14.9% | +101.0% | -115.9% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling