+947.6%
DELL vs DASH
-5.8%
+953.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.6% | -6.6% | -7.1% |
| 7D | +4.9% | -4.5% | +9.4% | +5.8% |
| 30D | -32.1% | -6.8% | -25.3% | -31.5% |
| 3M | -30.2% | -20.7% | -9.5% | -27.6% |
| 6M | +41.7% | +15.1% | +26.7% | +36.1% |
| YTD | +176.6% | -24.3% | +200.9% | +185.9% |
| 1Y | +159.9% | -12.1% | +172.1% | +160.1% |
| 3Y | +388.0% | +91.1% | +296.9% | +332.8% |
| 5Y | +578.2% | -30.3% | +608.5% | +499.2% |
| All | +947.6% | -5.8% | +953.3% | +798.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling