+11.7%
DASH vs TEVA
+229.3%
-217.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.5% |
| 7D | -10.6% | -0.2% | -10.3% | -10.5% |
| 30D | +2.2% | +4.7% | -2.6% | +1.0% |
| 3M | +32.3% | +5.6% | +26.7% | +30.1% |
| 6M | +19.1% | +10.5% | +8.6% | +15.4% |
| YTD | -6.5% | +16.5% | -23.0% | -10.6% |
| 1Y | -14.9% | +96.8% | -111.6% | -28.7% |
| 3Y | +151.9% | +269.5% | -117.6% | +63.3% |
| 5Y | +9.4% | +283.5% | -274.1% | -34.4% |
| All | +11.7% | +229.3% | -217.6% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling