+509.7%
GE vs DASH
+16.3%
+493.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +1.8% |
| 7D | -1.6% | -10.6% | +9.0% | +0.2% |
| 30D | -11.6% | +2.2% | -13.7% | -12.0% |
| 3M | +3.0% | +32.3% | -29.3% | -1.9% |
| 6M | -0.5% | +19.1% | -19.6% | -4.0% |
| YTD | +9.7% | -6.5% | +16.3% | +9.8% |
| 1Y | +20.0% | -14.9% | +34.9% | +21.3% |
| 3Y | +275.8% | +151.9% | +123.9% | +221.3% |
| 5Y | +429.1% | +9.4% | +419.6% | +347.5% |
| All | +509.7% | +16.3% | +493.4% | +404.9% |
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 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