+242.1%
JPM vs DASH
+16.3%
+225.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.5% |
| 7D | +0.3% | -10.6% | +10.8% | +1.5% |
| 30D | -0.2% | +2.2% | -2.3% | -0.4% |
| 3M | +15.9% | +32.3% | -16.4% | +12.2% |
| 6M | +20.9% | +19.1% | +1.8% | +18.1% |
| YTD | +12.9% | -6.5% | +19.4% | +12.9% |
| 1Y | +20.3% | -14.9% | +35.2% | +21.0% |
| 3Y | +160.9% | +151.9% | +9.0% | +135.8% |
| 5Y | +154.8% | +9.4% | +145.4% | +125.5% |
| All | +242.1% | +16.3% | +225.8% | +202.8% |
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