+554.6%
PLTR vs DASH
+16.3%
+538.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.6% | +0.1% | -1.9% |
| 7D | -6.4% | -10.6% | +4.1% | -0.4% |
| 30D | +10.0% | +2.2% | +7.9% | +8.3% |
| 3M | +23.0% | +32.3% | -9.2% | +3.6% |
| 6M | +13.8% | +19.1% | -5.3% | +0.9% |
| YTD | -1.9% | -6.5% | +4.6% | -0.3% |
| 1Y | +11.6% | -14.9% | +26.5% | +17.9% |
| 3Y | +1,048.4% | +151.9% | +896.5% | +568.9% |
| 5Y | +554.4% | +9.4% | +544.9% | +364.8% |
| All | +554.6% | +16.3% | +538.3% | +324.3% |
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