+227.2%
GOOGL vs DASH
-0.6%
+227.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | +3.3% | -4.8% | +8.1% | +4.2% |
| 30D | -18.1% | -7.9% | -10.2% | -17.0% |
| 3M | -18.6% | -16.3% | -2.3% | -16.1% |
| 6M | -28.0% | +10.4% | -38.4% | -30.2% |
| YTD | -7.8% | -20.1% | +12.3% | -5.1% |
| 1Y | +3.6% | -11.4% | +15.0% | +4.0% |
| 3Y | +123.4% | +114.1% | +9.3% | +83.4% |
| 5Y | +95.3% | -5.8% | +101.1% | +61.2% |
| All | +227.2% | -0.6% | +227.8% | +166.9% |
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 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