+7.4%
DASH vs PSX
+342.7%
-335.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.7% |
| 7D | -10.6% | +4.5% | -15.1% | -11.2% |
| 30D | +2.2% | +26.6% | -24.5% | -1.7% |
| 3M | +32.3% | +39.3% | -7.0% | +25.1% |
| 6M | +19.1% | +56.8% | -37.7% | +9.6% |
| YTD | -6.5% | +101.8% | -108.3% | -18.7% |
| 1Y | -14.9% | +99.6% | -114.5% | -26.0% |
| 3Y | +151.9% | +140.3% | +11.6% | +103.3% |
| All | +7.4% | +342.7% | -335.3% | -17.1% |
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