+268.6%
GE vs DASH
+94.3%
+174.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +7.1% | +0.4% | +6.7% | +6.9% |
| 30D | +6.5% | -6.0% | +12.5% | +7.8% |
| 3M | -13.6% | -15.8% | +2.2% | -10.3% |
| 6M | +6.0% | +7.0% | -1.0% | +2.9% |
| YTD | +5.4% | -20.7% | +26.1% | +10.2% |
| 1Y | +6.5% | -8.5% | +15.0% | +6.3% |
| 3Y | +268.6% | +101.8% | +166.8% | +211.4% |
| All | +268.6% | +94.3% | +174.3% | +211.4% |
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