+499.3%
GE vs DASH
-5.2%
+504.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -2.9% |
| 7D | +5.1% | -4.1% | +9.2% | +5.9% |
| 30D | +7.6% | -10.6% | +18.2% | +9.4% |
| 3M | -9.3% | -18.8% | +9.5% | -6.4% |
| 6M | +11.5% | +11.2% | +0.3% | +8.9% |
| YTD | +7.9% | -23.8% | +31.7% | +11.3% |
| 1Y | +7.6% | -12.2% | +19.8% | +8.3% |
| 3Y | +265.9% | +97.3% | +168.6% | +225.5% |
| 5Y | +405.9% | -29.8% | +435.8% | +344.0% |
| All | +499.3% | -5.2% | +504.5% | +412.0% |
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