+109.5%
ORCL vs DASH
-1.1%
+110.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -9.4% | +2.5% | -5.5% |
| 7D | -17.5% | +0.5% | -18.0% | -17.7% |
| 30D | -20.2% | -7.1% | -13.1% | -19.4% |
| 3M | -19.9% | -13.2% | -6.8% | -18.6% |
| 6M | -37.4% | +8.3% | -45.7% | -38.6% |
| YTD | -40.1% | -20.6% | -19.6% | -38.9% |
| 1Y | -53.4% | -24.4% | -29.0% | -52.2% |
| 3Y | +10.4% | +94.5% | -84.1% | +2.9% |
| 5Y | +29.8% | -9.4% | +39.2% | +14.3% |
| All | +109.5% | -1.1% | +110.6% | +85.1% |
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