+102.1%
DASH vs PSX
+132.6%
-30.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.8% | -4.6% | -9.1% |
| 7D | +0.5% | -9.7% | +10.2% | +1.1% |
| 30D | -7.1% | -8.4% | +1.4% | -6.9% |
| 3M | -13.2% | +22.6% | -35.8% | -15.5% |
| 6M | +8.3% | +38.8% | -30.5% | +3.7% |
| YTD | -20.6% | +95.5% | -116.0% | -29.3% |
| 1Y | -24.4% | +87.1% | -111.5% | -32.3% |
| All | +102.1% | +132.6% | -30.6% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling