+470.1%
GE vs DASH
-1.1%
+471.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.4% | +4.9% | -2.9% |
| 7D | +0.5% | +0.5% | 0.0% | +0.4% |
| 30D | +1.7% | -7.1% | +8.8% | +2.8% |
| 3M | -17.3% | -13.2% | -4.1% | -15.7% |
| 6M | +10.1% | +8.3% | +1.8% | +7.9% |
| YTD | +2.6% | -20.6% | +23.2% | +5.2% |
| 1Y | +3.7% | -24.4% | +28.1% | +6.6% |
| 3Y | +268.3% | +94.5% | +173.8% | +227.7% |
| 5Y | +376.2% | -9.4% | +385.6% | +313.2% |
| All | +470.1% | -1.1% | +471.2% | +383.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling