-19.3%
IBM vs DASH
-14.1%
-5.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -2.2% | -2.8% | +0.6% | -1.6% |
| 30D | +7.7% | -9.3% | +16.9% | +10.0% |
| 3M | +3.5% | -15.1% | +18.5% | +7.2% |
| 6M | +7.2% | +8.7% | -1.5% | +2.6% |
| YTD | -15.8% | -21.3% | +5.5% | -18.2% |
| 1Y | -19.3% | -12.7% | -6.6% | -20.8% |
| All | -19.3% | -14.1% | -5.2% | -20.8% |
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