+123.9%
META vs DASH
+16.3%
+107.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +2.5% |
| 7D | +6.7% | -10.6% | +17.3% | +10.6% |
| 30D | +4.8% | +2.2% | +2.6% | +3.8% |
| 3M | -1.6% | +32.3% | -33.9% | -10.8% |
| 6M | -7.5% | +19.1% | -26.6% | -13.9% |
| YTD | -6.4% | -6.5% | +0.1% | -6.0% |
| 1Y | -17.3% | -14.9% | -2.5% | -15.3% |
| 3Y | +109.9% | +151.9% | -42.0% | +48.3% |
| 5Y | +65.4% | +9.4% | +55.9% | +22.5% |
| All | +123.9% | +16.3% | +107.5% | +63.2% |
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