+222.4%
GOOG vs DASH
-2.1%
+224.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +2.4% | -2.8% | +5.2% | +2.9% |
| 30D | -18.1% | -9.3% | -8.8% | -16.8% |
| 3M | -19.9% | -15.1% | -4.8% | -17.7% |
| 6M | -28.2% | +8.7% | -36.9% | -30.2% |
| YTD | -9.0% | -21.3% | +12.3% | -6.1% |
| 1Y | -1.7% | -12.7% | +11.0% | -1.0% |
| 3Y | +114.5% | +103.8% | +10.8% | +78.2% |
| 5Y | +96.2% | -16.8% | +113.0% | +62.9% |
| All | +222.4% | -2.1% | +224.5% | +163.5% |
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