+101.8%
DASH vs VIAV
+243.4%
-141.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.3% | -8.4% | -0.5% |
| 7D | +0.4% | -4.8% | +5.2% | +0.6% |
| 30D | -6.0% | -38.5% | +32.4% | -4.0% |
| 3M | -15.8% | -29.9% | +14.1% | -14.6% |
| 6M | +7.0% | -46.3% | +53.2% | +9.9% |
| YTD | -20.7% | +59.8% | -80.4% | -31.9% |
| 1Y | -8.5% | +62.3% | -70.9% | -22.0% |
| 3Y | +101.8% | +243.0% | -141.2% | +39.5% |
| All | +101.8% | +243.4% | -141.6% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling