+502.3%
PLTR vs DASH
-1.3%
+503.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | -12.9% | +0.4% | -13.3% | -13.5% |
| 30D | -17.4% | -6.0% | -11.3% | -15.4% |
| 3M | +2.9% | -15.8% | +18.6% | +11.0% |
| 6M | +19.9% | +7.0% | +12.9% | +11.4% |
| YTD | -9.8% | -20.7% | +10.9% | -1.2% |
| 1Y | -8.4% | -8.5% | +0.2% | -8.0% |
| 3Y | +765.0% | +101.8% | +663.3% | +458.3% |
| 5Y | +516.8% | -9.6% | +526.4% | +375.6% |
| All | +502.3% | -1.3% | +503.5% | +320.7% |
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 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