+758.3%
PLTR vs DASH
+108.9%
+649.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.7% |
| 7D | -3.8% | -2.8% | -1.0% | -2.3% |
| 30D | -19.2% | -9.3% | -10.0% | -15.3% |
| 3M | -3.7% | -15.1% | +11.4% | +4.3% |
| 6M | +22.5% | +8.7% | +13.8% | +11.1% |
| YTD | -5.0% | -21.3% | +16.3% | +6.7% |
| 1Y | -12.8% | -12.7% | -0.1% | -9.6% |
| 3Y | +758.3% | +103.8% | +654.5% | +422.7% |
| All | +758.3% | +108.9% | +649.3% | +422.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling