+138.2%
IBM vs DASH
-9.9%
+148.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -5.0% | +0.4% | -5.3% | -5.1% |
| 30D | +11.1% | -6.0% | +17.2% | +11.6% |
| 3M | +5.7% | -15.8% | +21.5% | +7.1% |
| 6M | +10.1% | +7.0% | +3.1% | +9.0% |
| YTD | -15.6% | -20.7% | +5.1% | -14.9% |
| 1Y | -19.5% | -8.5% | -11.0% | -19.6% |
| 3Y | +80.4% | +101.8% | -21.4% | +72.7% |
| All | +138.2% | -9.9% | +148.1% | +115.3% |
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