+100.9%
JNJ vs DASH
-30.7%
+131.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | +3.5% | -4.5% | +8.0% | +3.4% |
| 30D | +12.5% | -6.8% | +19.3% | +12.5% |
| 3M | +9.6% | -20.7% | +30.3% | +9.3% |
| 6M | +25.3% | +15.1% | +10.3% | +25.8% |
| YTD | +40.3% | -24.3% | +64.6% | +40.3% |
| 1Y | +49.6% | -12.1% | +61.8% | +49.8% |
| 3Y | +110.8% | +91.1% | +19.7% | +110.2% |
| All | +100.9% | -30.7% | +131.6% | +94.2% |
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