+143.2%
IBM vs DASH
+16.3%
+126.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +0.4% |
| 7D | -0.3% | -10.6% | +10.3% | +0.5% |
| 30D | +0.3% | +2.2% | -1.9% | +0.1% |
| 3M | -21.6% | +32.3% | -53.9% | -23.2% |
| 6M | -4.7% | +19.1% | -23.8% | -6.1% |
| YTD | -19.1% | -6.5% | -12.6% | -19.4% |
| 1Y | -2.5% | -14.9% | +12.4% | -2.6% |
| 3Y | +74.2% | +151.9% | -77.8% | +67.0% |
| 5Y | +113.1% | +9.4% | +103.7% | +99.3% |
| All | +143.2% | +16.3% | +126.9% | +127.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling