+121.0%
GOOG vs DASH
+97.8%
+23.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.8% |
| 7D | +3.0% | -4.5% | +7.6% | +4.0% |
| 30D | -14.9% | -6.8% | -8.1% | -13.9% |
| 3M | -14.9% | -20.7% | +5.8% | -11.0% |
| 6M | -26.6% | +15.1% | -41.7% | -29.7% |
| YTD | -6.6% | -24.3% | +17.7% | -2.3% |
| 1Y | +5.1% | -12.1% | +17.2% | +5.6% |
| 3Y | +121.0% | +91.1% | +29.9% | +78.4% |
| All | +121.0% | +97.8% | +23.1% | +78.4% |
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