+11.7%
DASH vs PSX
+362.5%
-350.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.8% |
| 3M | +32.3% | +39.3% | -7.0% | +24.8% |
| 6M | +19.1% | +56.8% | -37.7% | +9.3% |
| YTD | -6.5% | +101.8% | -108.3% | -18.9% |
| 1Y | -14.9% | +99.6% | -114.5% | -26.2% |
| 3Y | +151.9% | +140.3% | +11.6% | +103.7% |
| 5Y | +9.4% | +339.3% | -329.9% | -22.0% |
| All | +11.7% | +362.5% | -350.8% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling