+93.4%
META vs DASH
+94.5%
-1.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.4% | +5.4% | -0.6% |
| 7D | -3.1% | +0.5% | -3.6% | -3.7% |
| 30D | -18.1% | -7.1% | -11.0% | -16.4% |
| 3M | +2.9% | -13.2% | +16.0% | +7.1% |
| 6M | +0.2% | +8.3% | -8.1% | -5.0% |
| YTD | -8.1% | -20.6% | +12.5% | -2.2% |
| 1Y | -4.5% | -24.4% | +19.9% | +2.5% |
| All | +93.4% | +94.5% | -1.1% | +40.6% |
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