+114.8%
JNJ vs DASH
-2.1%
+116.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | +5.5% | -2.8% | +8.3% | +5.5% |
| 30D | +7.4% | -9.3% | +16.7% | +7.3% |
| 3M | +7.8% | -15.1% | +22.8% | +7.6% |
| 6M | +28.2% | +8.7% | +19.5% | +28.5% |
| YTD | +37.9% | -21.3% | +59.2% | +37.9% |
| 1Y | +52.4% | -12.7% | +65.0% | +52.5% |
| 3Y | +107.7% | +103.8% | +3.9% | +107.2% |
| 5Y | +96.5% | -16.8% | +113.3% | +94.6% |
| All | +114.8% | -2.1% | +116.8% | +115.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling