+89.8%
NXPI vs DASH
-2.1%
+91.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +1.7% | -10.2% | +11.9% | +4.7% |
| 30D | +19.7% | -8.2% | +27.9% | +22.1% |
| 3M | +14.5% | -15.9% | +30.4% | +19.2% |
| 6M | -11.2% | +13.3% | -24.5% | -15.8% |
| YTD | +25.8% | -21.3% | +47.1% | +30.7% |
| 1Y | +35.2% | -11.1% | +46.4% | +35.2% |
| 3Y | +52.3% | +103.8% | -51.5% | +18.5% |
| 5Y | +34.8% | -21.6% | +56.5% | +14.0% |
| All | +89.8% | -2.1% | +91.9% | +50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling