-49.5%
ORCL vs DASH
-16.7%
-32.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.3% | -10.3% | -4.2% |
| 7D | -14.4% | +17.2% | -31.6% | -18.8% |
| 30D | -12.8% | +3.6% | -16.4% | -13.8% |
| 3M | -14.8% | -1.9% | -12.9% | -15.0% |
| 6M | -30.9% | +15.1% | -46.0% | -35.3% |
| YTD | -35.7% | -12.3% | -23.4% | -37.6% |
| 1Y | -49.5% | -17.2% | -32.2% | -50.7% |
| All | -49.5% | -16.7% | -32.8% | -50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling