-7.0%
DASH vs PSX
+274.8%
-281.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +0.4% | -13.1% | +13.5% | +2.2% |
| 30D | -6.0% | -9.5% | +3.5% | -5.1% |
| 3M | -15.8% | +20.2% | -35.9% | -18.8% |
| 6M | +7.0% | +44.9% | -37.9% | -0.4% |
| YTD | -20.7% | +94.4% | -115.1% | -31.2% |
| 1Y | -8.5% | +83.1% | -91.6% | -19.7% |
| 3Y | +101.8% | +132.2% | -30.4% | +61.9% |
| All | -7.0% | +274.8% | -281.8% | -32.3% |
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