+102.1%
DASH vs PWR
+202.1%
-100.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -12.3% | +2.9% | -6.7% |
| 7D | +0.5% | -19.9% | +20.4% | +4.9% |
| 30D | -7.1% | -29.3% | +22.2% | -0.2% |
| 3M | -13.2% | -25.5% | +12.3% | -8.3% |
| 6M | +8.3% | -34.0% | +42.3% | +17.5% |
| YTD | -20.6% | +20.7% | -41.2% | -33.1% |
| 1Y | -24.4% | +12.3% | -36.7% | -34.4% |
| All | +102.1% | +202.1% | -100.0% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 3y: compounded portfolio wealth divided by compounded PWR 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…
3y analysis · Full analysis span regression · 6 months rolling