+15.4%
INTC vs DASH
-1.1%
+16.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -9.4% | -0.9% | -8.8% |
| 7D | -43.2% | +0.5% | -43.8% | -43.4% |
| 30D | -53.6% | -7.1% | -46.5% | -53.1% |
| 3M | -48.3% | -13.2% | -35.1% | -47.5% |
| 6M | -51.7% | +8.3% | -60.0% | -53.2% |
| YTD | +41.6% | -20.6% | +62.2% | +44.3% |
| 1Y | +36.1% | -24.4% | +60.5% | +39.4% |
| 3Y | +39.3% | +94.5% | -55.2% | +18.1% |
| 5Y | +10.6% | -9.4% | +20.1% | -6.2% |
| All | +15.4% | -1.1% | +16.6% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling