-5.1%
DASH vs TEVA
+294.1%
-299.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -12.8% | -1.7% | -11.1% | -12.5% |
| 30D | -6.0% | +2.0% | -8.0% | -6.5% |
| 3M | +26.7% | +7.0% | +19.7% | +24.1% |
| 6M | +11.7% | +17.0% | -5.3% | +6.4% |
| YTD | -12.9% | +18.1% | -31.0% | -17.3% |
| 1Y | -23.1% | +87.2% | -110.4% | -35.9% |
| 3Y | +140.0% | +283.1% | -143.0% | +43.6% |
| 5Y | -5.1% | +298.4% | -303.4% | -48.4% |
| All | -5.1% | +294.1% | -299.2% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling