+153.2%
IBM vs DASH
-2.1%
+155.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -2.2% | -2.8% | +0.6% | -2.0% |
| 30D | +7.7% | -9.3% | +16.9% | +8.3% |
| 3M | +3.5% | -15.1% | +18.5% | +4.5% |
| 6M | +7.2% | +8.7% | -1.5% | +6.3% |
| YTD | -15.8% | -21.3% | +5.5% | -15.2% |
| 1Y | -19.3% | -12.7% | -6.6% | -19.2% |
| 3Y | +78.0% | +103.8% | -25.8% | +72.7% |
| 5Y | +143.0% | -16.8% | +159.8% | +129.5% |
| All | +153.2% | -2.1% | +155.2% | +139.6% |
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