+153.7%
IBM vs DASH
-1.3%
+154.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -5.0% | +0.4% | -5.3% | -5.0% |
| 30D | +11.1% | -6.0% | +17.2% | +11.5% |
| 3M | +5.7% | -15.8% | +21.5% | +6.8% |
| 6M | +10.1% | +7.0% | +3.1% | +9.3% |
| YTD | -15.6% | -20.7% | +5.1% | -15.1% |
| 1Y | -19.5% | -8.5% | -11.0% | -19.6% |
| 3Y | +80.4% | +101.8% | -21.4% | +75.1% |
| 5Y | +140.0% | -9.6% | +149.6% | +126.6% |
| All | +153.7% | -1.3% | +154.9% | +140.0% |
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