+187.7%
ORCL vs DASH
+16.3%
+171.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.6% | +7.7% | +3.8% |
| 7D | +5.3% | -10.6% | +15.8% | +7.0% |
| 30D | +10.0% | +2.2% | +7.8% | +9.5% |
| 3M | -32.6% | +32.3% | -64.9% | -35.6% |
| 6M | +4.9% | +19.1% | -14.2% | +1.7% |
| YTD | -17.8% | -6.5% | -11.2% | -17.8% |
| 1Y | -28.0% | -14.9% | -13.1% | -27.4% |
| 3Y | +36.0% | +151.9% | -115.9% | +22.9% |
| 5Y | +88.7% | +9.4% | +79.3% | +63.1% |
| All | +187.7% | +16.3% | +171.4% | +148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling