+20.0%
GE vs DASH
-14.9%
+34.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +1.7% |
| 7D | -1.6% | -10.6% | +9.0% | -0.2% |
| 30D | -11.6% | +2.2% | -13.7% | -11.8% |
| 3M | +3.0% | +32.3% | -29.3% | -1.0% |
| 6M | -0.5% | +19.1% | -19.6% | -3.5% |
| YTD | +9.7% | -6.5% | +16.3% | +8.9% |
| 1Y | +20.0% | -14.9% | +34.9% | +22.1% |
| All | +20.0% | -14.9% | +34.9% | +22.1% |
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 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