+101.4%
META vs DASH
+114.7%
-13.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.3% | -6.9% | -1.5% |
| 7D | +2.9% | +17.2% | -14.3% | -3.2% |
| 30D | -15.1% | +3.6% | -18.6% | -16.6% |
| 3M | +7.2% | -1.9% | +9.1% | +6.9% |
| 6M | +3.4% | +15.1% | -11.7% | -3.9% |
| YTD | -4.3% | -12.3% | +8.0% | -1.6% |
| 1Y | +0.8% | -17.2% | +18.0% | +5.0% |
| All | +101.4% | +114.7% | -13.3% | +41.4% |
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