-71.5%
PYPL vs DASH
-2.1%
-69.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.2% | -10.2% | +9.0% | +2.3% |
| 30D | +6.1% | -8.2% | +14.3% | +8.7% |
| 3M | +1.1% | -15.9% | +17.0% | +6.3% |
| 6M | +32.7% | +13.3% | +19.4% | +25.2% |
| YTD | +2.8% | -21.3% | +24.1% | +9.0% |
| 1Y | -10.8% | -11.1% | +0.4% | -9.7% |
| 3Y | +9.8% | +103.8% | -94.0% | -19.6% |
| 5Y | -70.2% | -21.6% | -48.6% | -75.2% |
| All | -71.5% | -2.1% | -69.4% | -77.4% |
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