+152.7%
JPM vs DASH
+105.9%
+46.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.1% |
| 7D | +0.4% | -4.8% | +5.2% | +1.3% |
| 30D | +2.7% | -7.9% | +10.6% | +4.0% |
| 3M | -3.8% | -16.3% | +12.5% | -1.3% |
| 6M | +14.3% | +10.4% | +3.9% | +11.3% |
| YTD | +8.2% | -20.1% | +28.3% | +11.5% |
| 1Y | +11.0% | -11.4% | +22.4% | +11.5% |
| 3Y | +152.7% | +114.1% | +38.6% | +127.2% |
| All | +152.7% | +105.9% | +46.8% | +127.2% |
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