+91.1%
DASH vs TEVA
+417.4%
-326.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.6% | -0.8% |
| 7D | -4.5% | +4.4% | -9.0% | -4.9% |
| 30D | -6.8% | +9.3% | -16.1% | -7.5% |
| 3M | -20.7% | +21.9% | -42.5% | -22.1% |
| 6M | +15.1% | +22.8% | -7.7% | +12.9% |
| YTD | -24.3% | +42.6% | -66.9% | -26.8% |
| 1Y | -12.1% | +74.2% | -86.4% | -16.4% |
| 3Y | +91.1% | +404.5% | -313.5% | +72.3% |
| All | +91.1% | +417.4% | -326.4% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling