+5.8%
DASH vs VIAV
+180.2%
-174.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +11.2% | -16.5% | -7.8% |
| 7D | -11.2% | +11.3% | -22.5% | -13.6% |
| 30D | -7.3% | -1.0% | -6.3% | -8.1% |
| 3M | +31.4% | -20.5% | +52.0% | +35.0% |
| 6M | +11.9% | +39.0% | -27.1% | -8.8% |
| YTD | -11.5% | +117.5% | -129.0% | -41.5% |
| 1Y | -20.0% | +233.8% | -253.8% | -57.7% |
| 3Y | +143.9% | +295.4% | -151.5% | +10.7% |
| 5Y | -0.2% | +134.3% | -134.5% | -32.5% |
| All | +5.8% | +180.2% | -174.4% | -38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling