+110.5%
JNJ vs DASH
+16.3%
+94.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -1.2% |
| 7D | +2.7% | -10.6% | +13.2% | +2.6% |
| 30D | +7.4% | +2.2% | +5.2% | +7.4% |
| 3M | +21.2% | +32.3% | -11.1% | +21.6% |
| 6M | +13.4% | +19.1% | -5.7% | +13.7% |
| YTD | +35.1% | -6.5% | +41.6% | +35.3% |
| 1Y | +57.4% | -14.9% | +72.3% | +57.7% |
| 3Y | +86.8% | +151.9% | -65.2% | +86.6% |
| 5Y | +80.8% | +9.4% | +71.4% | +79.4% |
| All | +110.5% | +16.3% | +94.2% | +111.7% |
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