+11.9%
PYPL vs DASH
+105.9%
-94.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.1% |
| 7D | +2.2% | -4.8% | +7.0% | +3.5% |
| 30D | +8.1% | -7.9% | +16.0% | +10.4% |
| 3M | +1.9% | -16.3% | +18.2% | +6.8% |
| 6M | +33.1% | +10.4% | +22.7% | +27.2% |
| YTD | +3.8% | -20.1% | +23.9% | +8.9% |
| 1Y | -8.3% | -11.4% | +3.1% | -7.1% |
| 3Y | +11.9% | +114.1% | -102.2% | -24.3% |
| All | +11.9% | +105.9% | -94.0% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling