+279.4%
GOOG vs DASH
+16.3%
+263.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.1% |
| 7D | -2.1% | -10.6% | +8.4% | +0.1% |
| 30D | -6.8% | +2.2% | -9.0% | -7.3% |
| 3M | -9.1% | +32.3% | -41.4% | -14.5% |
| 6M | +10.7% | +19.1% | -8.4% | +5.9% |
| YTD | +7.1% | -6.5% | +13.6% | +7.2% |
| 1Y | +44.6% | -14.9% | +59.5% | +46.5% |
| 3Y | +147.4% | +151.9% | -4.5% | +97.1% |
| 5Y | +133.8% | +9.4% | +124.4% | +87.2% |
| All | +279.4% | +16.3% | +263.1% | +201.1% |
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