-29.3%
DASH vs VIAV
+101.3%
-130.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | +0.4% |
| 7D | -4.5% | +7.9% | -12.4% | -6.1% |
| 30D | -6.8% | -20.3% | +13.5% | -3.7% |
| 3M | -20.7% | -28.5% | +7.8% | -17.1% |
| 6M | +15.1% | -42.7% | +57.8% | +23.6% |
| YTD | -24.3% | +72.4% | -96.7% | -47.7% |
| 1Y | -12.1% | +81.5% | -93.6% | -40.9% |
| 3Y | +91.1% | +293.8% | -202.8% | -22.9% |
| All | -29.3% | +101.3% | -130.6% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling