-11.3%
DASH vs PSX
+89.2%
-100.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +1.3% |
| 7D | -4.8% | -8.0% | +3.2% | -6.7% |
| 30D | -7.9% | -9.0% | +1.1% | -9.9% |
| 3M | -16.3% | +24.7% | -41.1% | -12.9% |
| 6M | +10.4% | +49.3% | -39.0% | +18.7% |
| YTD | -20.1% | +100.2% | -120.3% | -15.6% |
| All | -11.3% | +89.2% | -100.6% | -6.4% |
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