-6.8%
DASH vs PSX
+276.9%
-283.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.8% | -4.6% | -8.7% |
| 7D | +0.5% | -9.7% | +10.2% | +1.8% |
| 30D | -7.1% | -8.4% | +1.4% | -6.3% |
| 3M | -13.2% | +22.6% | -35.8% | -16.5% |
| 6M | +8.3% | +38.8% | -30.5% | +1.6% |
| YTD | -20.6% | +95.5% | -116.0% | -31.1% |
| 1Y | -24.4% | +87.1% | -111.5% | -34.0% |
| 3Y | +94.5% | +133.5% | -39.0% | +56.0% |
| All | -6.8% | +276.9% | -283.7% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling