+11.7%
DASH vs TTWO
+18.4%
-6.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.8% |
| 7D | -10.6% | -8.8% | -1.8% | -6.1% |
| 30D | +2.2% | -8.6% | +10.8% | +6.7% |
| 3M | +32.3% | -0.9% | +33.2% | +32.0% |
| 6M | +19.1% | -0.5% | +19.6% | +18.5% |
| YTD | -6.5% | -16.1% | +9.6% | +1.6% |
| 1Y | -14.9% | -10.8% | -4.1% | -10.9% |
| 3Y | +151.9% | +51.4% | +100.6% | +90.4% |
| 5Y | +9.4% | +33.7% | -24.3% | -15.1% |
| All | +11.7% | +18.4% | -6.7% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling