-15.1%
DELL vs DASH
-15.0%
-0.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | 0.0% | +11.7% | +11.8% |
| 7D | +0.4% | -10.2% | +10.6% | +0.6% |
| 30D | -35.1% | -8.2% | -26.9% | -32.0% |
| 3M | -15.1% | -15.9% | +0.8% | -12.1% |
| All | -15.1% | -15.0% | -0.1% | -12.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling