+38.1%
INTC vs DASH
-2.1%
+40.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.5% | +7.5% |
| 7D | +7.3% | -10.2% | +17.5% | +9.2% |
| 30D | -38.3% | -8.2% | -30.1% | -37.7% |
| 3M | -36.0% | -15.9% | -20.1% | -34.7% |
| 6M | -51.7% | +13.3% | -65.0% | -53.5% |
| YTD | +69.4% | -21.3% | +90.7% | +72.9% |
| 1Y | +65.0% | -11.1% | +76.1% | +64.3% |
| 3Y | +63.0% | +103.8% | -40.8% | +37.0% |
| 5Y | +33.4% | -21.6% | +55.0% | +14.8% |
| All | +38.1% | -2.1% | +40.1% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling