+223.4%
JPM vs DASH
-1.1%
+224.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -9.4% | +5.2% | -3.2% |
| 7D | -1.8% | +0.5% | -2.3% | -1.9% |
| 30D | +1.8% | -7.1% | +8.9% | +2.5% |
| 3M | -5.6% | -13.2% | +7.6% | -4.4% |
| 6M | +10.1% | +8.3% | +1.8% | +8.5% |
| YTD | +6.7% | -20.6% | +27.3% | +8.4% |
| 1Y | +10.3% | -24.4% | +34.7% | +12.2% |
| 3Y | +151.4% | +94.5% | +56.9% | +133.0% |
| 5Y | +127.3% | -9.4% | +136.7% | +104.3% |
| All | +223.4% | -1.1% | +224.6% | +190.7% |
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