+707.6%
DELL vs DASH
+152.1%
+555.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +2.9% |
| 7D | +14.9% | -10.6% | +25.4% | +18.7% |
| 30D | +13.3% | +2.2% | +11.1% | +12.3% |
| 3M | +24.4% | +32.3% | -7.9% | +11.9% |
| 6M | +258.0% | +19.1% | +238.9% | +230.8% |
| YTD | +320.2% | -6.5% | +326.7% | +323.8% |
| 1Y | +319.1% | -14.9% | +333.9% | +333.4% |
| All | +707.6% | +152.1% | +555.5% | +534.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling