-71.6%
PYPL vs DASH
-1.3%
-70.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.9% | +0.4% | +3.5% | +3.5% |
| 30D | +7.8% | -6.0% | +13.9% | +9.6% |
| 3M | -0.7% | -15.8% | +15.1% | +4.3% |
| 6M | +28.8% | +7.0% | +21.8% | +23.8% |
| YTD | +2.4% | -20.7% | +23.0% | +8.2% |
| 1Y | -9.6% | -8.5% | -1.1% | -9.5% |
| 3Y | +9.7% | +101.8% | -92.1% | -19.5% |
| 5Y | -73.5% | -9.6% | -63.9% | -78.5% |
| All | -71.6% | -1.3% | -70.3% | -77.6% |
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