+143.3%
DELL vs DASH
-16.7%
+160.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +8.3% | -17.2% | -8.8% |
| 7D | -24.6% | +17.2% | -41.8% | -25.0% |
| 30D | -32.5% | +3.6% | -36.0% | -32.2% |
| 3M | -20.2% | -1.9% | -18.3% | -19.7% |
| 6M | +76.5% | +15.1% | +61.4% | +72.7% |
| YTD | +198.9% | -12.3% | +211.2% | +194.0% |
| 1Y | +143.3% | -17.2% | +160.6% | +140.2% |
| All | +143.3% | -16.7% | +160.0% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 1y: compounded portfolio wealth divided by compounded DASH 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…
1y analysis · Full analysis span regression · 6 months rolling