+98.9%
GOOGL vs DASH
-20.3%
+119.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | +2.6% | -2.8% | +5.4% | +3.2% |
| 30D | -18.3% | -9.3% | -9.0% | -16.7% |
| 3M | -19.6% | -15.1% | -4.5% | -16.9% |
| 6M | -28.2% | +8.7% | -36.9% | -30.7% |
| YTD | -8.0% | -21.3% | +13.3% | -4.5% |
| 1Y | -0.7% | -12.7% | +12.0% | +0.1% |
| 3Y | +118.8% | +103.8% | +15.0% | +72.3% |
| 5Y | +98.9% | -16.8% | +115.7% | +61.4% |
| All | +98.9% | -20.3% | +119.1% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling