+59.2%
INTC vs DASH
+105.9%
-46.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.4% |
| 7D | -1.0% | -4.8% | +3.8% | -0.4% |
| 30D | -43.3% | -7.9% | -35.4% | -42.8% |
| 3M | -41.6% | -16.3% | -25.3% | -40.5% |
| 6M | -52.5% | +10.4% | -62.9% | -53.8% |
| YTD | +60.9% | -20.1% | +81.0% | +65.7% |
| 1Y | +55.7% | -11.4% | +67.1% | +56.1% |
| 3Y | +59.2% | +114.1% | -54.9% | +37.6% |
| All | +59.2% | +105.9% | -46.7% | +37.6% |
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