-9.5%
DASH vs TTWO
+25.7%
-35.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -4.5% | +6.0% | -10.6% | -7.8% |
| 30D | -6.8% | +13.2% | -20.0% | -13.2% |
| 3M | -20.7% | -5.8% | -14.9% | -18.8% |
| 6M | +15.1% | +0.4% | +14.7% | +13.1% |
| YTD | -24.3% | -11.0% | -13.3% | -20.8% |
| 1Y | -12.1% | -4.1% | -8.0% | -11.7% |
| 3Y | +91.1% | +51.8% | +39.3% | +43.7% |
| 5Y | -30.3% | +21.3% | -51.6% | -46.1% |
| All | -9.5% | +25.7% | -35.2% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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