+153.0%
DASH vs VIAV
+235.2%
-82.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.7% | -8.3% | -4.9% |
| 7D | -10.6% | -4.6% | -6.0% | -10.2% |
| 30D | +2.2% | -10.4% | +12.5% | +2.7% |
| 3M | +32.3% | -34.5% | +66.8% | +36.1% |
| 6M | +19.1% | +7.0% | +12.2% | +12.0% |
| YTD | -6.5% | +95.6% | -102.1% | -22.9% |
| 1Y | -14.9% | +197.2% | -212.1% | -37.6% |
| All | +153.0% | +235.2% | -82.2% | +71.7% |
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 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