+50.3%
INTC vs DASH
+94.3%
-44.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.1% | +7.9% | +7.7% |
| 7D | -14.4% | +0.4% | -14.8% | -14.4% |
| 30D | -50.2% | -6.0% | -44.2% | -49.9% |
| 3M | -43.6% | -15.8% | -27.9% | -42.7% |
| 6M | -50.2% | +7.0% | -57.2% | -51.5% |
| YTD | +52.5% | -20.7% | +73.2% | +57.2% |
| 1Y | +51.1% | -8.5% | +59.7% | +50.2% |
| 3Y | +50.3% | +101.8% | -51.5% | +30.8% |
| All | +50.3% | +94.3% | -44.0% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling