-20.0%
DASH vs VIAV
+231.5%
-251.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +11.2% | -16.5% | -4.8% |
| 7D | -11.2% | +11.3% | -22.5% | -10.7% |
| 30D | -7.3% | -1.0% | -6.3% | -7.2% |
| 3M | +31.4% | -20.5% | +52.0% | +30.9% |
| 6M | +11.9% | +39.0% | -27.1% | +8.4% |
| YTD | -11.5% | +117.5% | -129.0% | -15.4% |
| 1Y | -20.0% | +233.8% | -253.8% | -31.7% |
| All | -20.0% | +231.5% | -251.5% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VIAV 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling