+280.4%
GE vs DASH
+152.1%
+128.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +2.2% |
| 7D | -1.6% | -10.6% | +9.0% | +1.0% |
| 30D | -11.6% | +2.2% | -13.7% | -12.1% |
| 3M | +3.0% | +32.3% | -29.3% | -4.2% |
| 6M | -0.5% | +19.1% | -19.6% | -5.6% |
| YTD | +9.7% | -6.5% | +16.3% | +10.5% |
| 1Y | +20.0% | -14.9% | +34.9% | +23.0% |
| All | +280.4% | +152.1% | +128.3% | +206.9% |
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