+111.2%
ORCL vs DASH
-1.3%
+112.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.8% |
| 7D | -11.2% | +0.4% | -11.5% | -11.4% |
| 30D | -18.8% | -6.0% | -12.8% | -18.2% |
| 3M | -18.8% | -15.8% | -3.0% | -17.0% |
| 6M | -39.7% | +7.0% | -46.7% | -40.8% |
| YTD | -39.6% | -20.7% | -19.0% | -38.4% |
| 1Y | -51.7% | -8.5% | -43.2% | -51.7% |
| 3Y | +10.2% | +101.8% | -91.6% | +2.5% |
| 5Y | +30.8% | -9.6% | +40.4% | +15.3% |
| All | +111.2% | -1.3% | +112.5% | +86.6% |
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