+58.1%
INTC vs DASH
+97.8%
-39.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.5% |
| 7D | +6.0% | -4.5% | +10.5% | +6.5% |
| 30D | -39.2% | -6.8% | -32.4% | -38.8% |
| 3M | -42.9% | -20.7% | -22.2% | -41.6% |
| 6M | -50.4% | +15.1% | -65.5% | -52.4% |
| YTD | +61.7% | -24.3% | +86.0% | +67.5% |
| 1Y | +66.1% | -12.1% | +78.3% | +65.7% |
| 3Y | +58.1% | +91.1% | -32.9% | +37.7% |
| All | +58.1% | +97.8% | -39.7% | +37.7% |
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