+23.5%
INTC vs DASH
-20.3%
+43.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | -4.0% | -2.8% | -1.2% | -3.5% |
| 30D | -44.5% | -9.3% | -35.2% | -43.7% |
| 3M | -40.4% | -15.1% | -25.3% | -39.1% |
| 6M | -53.5% | +8.7% | -62.2% | -55.1% |
| YTD | +57.5% | -21.3% | +78.8% | +61.4% |
| 1Y | +51.2% | -12.7% | +63.8% | +51.0% |
| 3Y | +51.6% | +103.8% | -52.2% | +23.2% |
| 5Y | +23.5% | -16.8% | +40.3% | +0.4% |
| All | +23.5% | -20.3% | +43.8% | +0.4% |
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