+62.8%
META vs DASH
+8.6%
+54.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +2.8% |
| 7D | +6.7% | -10.6% | +17.3% | +11.3% |
| 30D | +4.8% | +2.2% | +2.6% | +3.6% |
| 3M | -1.6% | +32.3% | -33.9% | -12.5% |
| 6M | -7.5% | +19.1% | -26.6% | -15.2% |
| YTD | -6.4% | -6.5% | +0.1% | -6.0% |
| 1Y | -17.3% | -14.9% | -2.5% | -14.9% |
| 3Y | +109.9% | +151.9% | -42.0% | +35.4% |
| All | +62.8% | +8.6% | +54.2% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling