+223.7%
GOOG vs DASH
-0.6%
+224.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +2.9% | -4.8% | +7.7% | +3.8% |
| 30D | -17.8% | -7.9% | -9.9% | -16.7% |
| 3M | -19.0% | -16.3% | -2.7% | -16.6% |
| 6M | -27.9% | +10.4% | -38.3% | -30.1% |
| YTD | -8.7% | -20.1% | +11.4% | -6.1% |
| 1Y | +2.5% | -11.4% | +14.0% | +2.9% |
| 3Y | +119.2% | +114.1% | +5.2% | +80.3% |
| 5Y | +93.4% | -5.8% | +99.2% | +59.1% |
| All | +223.7% | -0.6% | +224.2% | +163.7% |
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 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