-8.5%
DASH vs PSX
+85.2%
-93.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.3% |
| 7D | +0.4% | -13.1% | +13.5% | -2.9% |
| 30D | -6.0% | -9.5% | +3.5% | -8.3% |
| 3M | -15.8% | +20.2% | -35.9% | -12.9% |
| 6M | +7.0% | +44.9% | -37.9% | +14.4% |
| YTD | -20.7% | +94.4% | -115.1% | -16.5% |
| 1Y | -8.5% | +83.1% | -91.6% | -4.0% |
| All | -8.5% | +85.2% | -93.7% | -4.0% |
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