+284.4%
GOOGL vs DASH
+16.3%
+268.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.1% |
| 7D | -2.3% | -10.6% | +8.3% | 0.0% |
| 30D | -6.6% | +2.2% | -8.7% | -7.1% |
| 3M | -8.9% | +32.3% | -41.2% | -14.4% |
| 6M | +11.9% | +19.1% | -7.2% | +7.0% |
| YTD | +8.3% | -6.5% | +14.9% | +8.5% |
| 1Y | +46.2% | -14.9% | +61.1% | +48.1% |
| 3Y | +151.9% | +151.9% | -0.1% | +100.4% |
| 5Y | +137.7% | +9.4% | +128.3% | +90.9% |
| All | +284.4% | +16.3% | +268.0% | +205.3% |
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