-20.0%
DASH vs TTWO
-11.8%
-8.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.7% | -5.0% |
| 7D | -11.2% | -1.6% | -9.6% | -10.4% |
| 30D | -7.3% | -13.5% | +6.2% | +0.3% |
| 3M | +31.4% | +0.3% | +31.1% | +28.9% |
| 6M | +11.9% | +0.8% | +11.0% | +8.5% |
| YTD | -11.5% | -16.7% | +5.2% | -10.3% |
| 1Y | -20.0% | -14.3% | -5.8% | -19.1% |
| All | -20.0% | -11.8% | -8.2% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling