+142.1%
IBM vs DASH
-12.0%
+154.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.4% | +6.6% | -2.0% |
| 7D | -4.3% | +0.5% | -4.8% | -4.4% |
| 30D | +11.7% | -7.1% | +18.7% | +12.3% |
| 3M | +5.5% | -13.2% | +18.7% | +6.6% |
| 6M | +9.5% | +8.3% | +1.2% | +8.3% |
| YTD | -14.9% | -20.6% | +5.7% | -14.1% |
| 1Y | -17.4% | -24.4% | +7.0% | -16.6% |
| 3Y | +83.3% | +94.5% | -11.3% | +75.7% |
| 5Y | +142.1% | -9.4% | +151.5% | +118.2% |
| All | +142.1% | -12.0% | +154.0% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling