-29.8%
DASH vs PSX
+308.4%
-338.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.4% |
| 7D | -4.1% | +6.4% | -10.5% | -4.9% |
| 30D | -10.6% | -10.2% | -0.4% | -9.5% |
| 3M | -18.8% | +17.2% | -35.9% | -21.3% |
| 6M | +11.2% | +51.8% | -40.5% | +2.7% |
| YTD | -23.8% | +108.0% | -131.8% | -34.8% |
| 1Y | -12.2% | +96.1% | -108.3% | -24.0% |
| 3Y | +97.3% | +155.9% | -58.6% | +54.5% |
| 5Y | -29.8% | +306.9% | -336.8% | -51.6% |
| All | -29.8% | +308.4% | -338.3% | -51.6% |
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