+6.6%
DASH vs TEVA
+236.0%
-229.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | 0.0% |
| 7D | -4.6% | +2.0% | -6.6% | -5.1% |
| 30D | -5.0% | +1.0% | -5.9% | -5.2% |
| 3M | +30.6% | +7.3% | +23.3% | +28.0% |
| 6M | +19.2% | +21.7% | -2.6% | +13.0% |
| YTD | -10.8% | +18.8% | -29.7% | -15.1% |
| 1Y | -22.4% | +86.5% | -108.9% | -34.1% |
| 3Y | +142.5% | +269.4% | -127.0% | +57.6% |
| 5Y | -4.0% | +303.6% | -307.6% | -42.9% |
| All | +6.6% | +236.0% | -229.4% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 10y: compounded portfolio wealth divided by compounded TEVA 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…
10y analysis · Full analysis span regression · 6 months rolling