-71.2%
PYPL vs DASH
-0.6%
-70.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.1% |
| 7D | +2.2% | -4.8% | +7.0% | +3.6% |
| 30D | +8.1% | -7.9% | +16.0% | +10.7% |
| 3M | +1.9% | -16.3% | +18.2% | +7.3% |
| 6M | +33.1% | +10.4% | +22.7% | +26.7% |
| YTD | +3.8% | -20.1% | +23.9% | +9.4% |
| 1Y | -8.3% | -11.4% | +3.1% | -7.1% |
| 3Y | +11.9% | +114.1% | -102.2% | -19.5% |
| 5Y | -70.4% | -5.8% | -64.7% | -76.3% |
| All | -71.2% | -0.6% | -70.6% | -77.3% |
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 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