+93.9%
INTC vs DASH
+8.6%
+85.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.6% | +9.1% | +5.4% |
| 7D | +7.1% | -10.6% | +17.6% | +9.3% |
| 30D | -5.2% | +2.2% | -7.4% | -5.8% |
| 3M | -14.3% | +32.3% | -46.6% | -19.5% |
| 6M | +110.2% | +19.1% | +91.1% | +99.9% |
| YTD | +159.6% | -6.5% | +166.1% | +159.2% |
| 1Y | +289.3% | -14.9% | +304.2% | +294.8% |
| 3Y | +166.1% | +151.9% | +14.1% | +109.0% |
| All | +93.9% | +8.6% | +85.3% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling