+91.1%
DASH vs VIAV
+295.9%
-204.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | -0.4% |
| 7D | -4.5% | +7.9% | -12.4% | -4.9% |
| 30D | -6.8% | -20.3% | +13.5% | -6.0% |
| 3M | -20.7% | -28.5% | +7.8% | -19.6% |
| 6M | +15.1% | -42.7% | +57.8% | +17.9% |
| YTD | -24.3% | +72.4% | -96.7% | -35.1% |
| 1Y | -12.1% | +81.5% | -93.6% | -25.6% |
| 3Y | +91.1% | +293.8% | -202.8% | +29.6% |
| All | +91.1% | +295.9% | -204.8% | +29.6% |
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