+27.9%
DASH vs SOXQ
+290.2%
-262.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -12.8% | +5.2% | -18.1% | -15.6% |
| 30D | -6.0% | -0.5% | -5.5% | -6.4% |
| 3M | +26.7% | -5.6% | +32.3% | +25.8% |
| 6M | +11.7% | +53.0% | -41.3% | -25.3% |
| YTD | -12.9% | +68.8% | -81.7% | -46.7% |
| 1Y | -23.1% | +105.7% | -128.8% | -60.1% |
| 3Y | +140.0% | +240.5% | -100.4% | -31.5% |
| 5Y | -5.1% | +266.8% | -271.8% | -74.4% |
| All | +27.9% | +290.2% | -262.2% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SOXQ 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling