+496.1%
PLTR vs DASH
-12.0%
+508.1%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -9.4% | -0.3% | -3.9% |
| 7D | -21.1% | +0.5% | -21.6% | -21.9% |
| 30D | -19.3% | -7.1% | -12.2% | -16.6% |
| 3M | -2.2% | -13.2% | +11.0% | +4.3% |
| 6M | +14.0% | +8.3% | +5.7% | +3.8% |
| YTD | -12.8% | -20.6% | +7.8% | -3.8% |
| 1Y | -17.5% | -24.4% | +6.9% | -7.5% |
| 3Y | +720.5% | +94.5% | +626.0% | +398.2% |
| 5Y | +496.1% | -9.4% | +505.6% | +280.2% |
| All | +496.1% | -12.0% | +508.1% | +280.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling