+88.3%
NXPI vs DASH
-5.2%
+93.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | 0.0% |
| 7D | +9.4% | -4.1% | +13.4% | +10.6% |
| 30D | +18.1% | -10.6% | +28.7% | +21.3% |
| 3M | +15.0% | -18.8% | +33.8% | +20.8% |
| 6M | -8.4% | +11.2% | -19.6% | -12.8% |
| YTD | +24.8% | -23.8% | +48.6% | +30.7% |
| 1Y | +33.3% | -12.2% | +45.5% | +33.6% |
| 3Y | +51.0% | +97.3% | -46.3% | +18.6% |
| 5Y | +34.5% | -29.8% | +64.4% | +16.4% |
| All | +88.3% | -5.2% | +93.5% | +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