+147.4%
JPM vs DASH
+94.3%
+53.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.8% | +0.4% | -1.1% | -0.8% |
| 30D | +1.5% | -6.0% | +7.5% | +2.4% |
| 3M | -5.7% | -15.8% | +10.1% | -3.3% |
| 6M | +7.2% | +7.0% | +0.3% | +5.0% |
| YTD | +5.8% | -20.7% | +26.5% | +9.1% |
| 1Y | +8.8% | -8.5% | +17.3% | +8.5% |
| 3Y | +147.4% | +101.8% | +45.6% | +124.2% |
| All | +147.4% | +94.3% | +53.1% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling