-19.5%
IBM vs DASH
-15.0%
-4.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -5.0% | +0.4% | -5.3% | -5.3% |
| 30D | +11.1% | -6.0% | +17.2% | +12.4% |
| 3M | +5.7% | -15.8% | +21.5% | +9.7% |
| 6M | +10.1% | +7.0% | +3.1% | +6.1% |
| YTD | -15.6% | -20.7% | +5.1% | -18.7% |
| 1Y | -19.5% | -8.5% | -11.0% | -20.9% |
| All | -19.5% | -15.0% | -4.6% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling