+158.1%
DASH vs TTWO
+52.5%
+105.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.7% |
| 7D | -10.6% | -8.8% | -1.8% | -6.7% |
| 30D | +2.2% | -8.6% | +10.8% | +6.1% |
| 3M | +32.3% | -0.9% | +33.2% | +32.0% |
| 6M | +19.1% | -0.5% | +19.6% | +18.4% |
| YTD | -6.5% | -16.1% | +9.6% | -1.1% |
| 1Y | -14.9% | -10.8% | -4.1% | -12.3% |
| All | +158.1% | +52.5% | +105.6% | +104.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling