+123.6%
HOOD vs DASH
-6.8%
+130.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -3.9% |
| 7D | -3.8% | -4.5% | +0.8% | -1.1% |
| 30D | -23.0% | -6.8% | -16.2% | -20.4% |
| 3M | -21.6% | -20.7% | -1.0% | -11.6% |
| 6M | +1.4% | +15.1% | -13.6% | -10.1% |
| YTD | -31.2% | -24.3% | -6.9% | -21.6% |
| 1Y | -35.9% | -12.1% | -23.8% | -33.8% |
| 3Y | +836.9% | +91.1% | +745.9% | +540.0% |
| 5Y | +121.1% | -30.3% | +151.4% | +108.3% |
| All | +123.6% | -6.8% | +130.4% | +82.2% |
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