-81.0%
PYPL vs DASH
+8.6%
-89.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.6% | +1.6% | -1.3% |
| 7D | +2.7% | -10.6% | +13.2% | +7.0% |
| 30D | -4.9% | +2.2% | -7.0% | -5.9% |
| 3M | +28.9% | +32.3% | -3.4% | +15.1% |
| 6M | +18.2% | +19.1% | -0.9% | +9.2% |
| YTD | -5.0% | -6.5% | +1.5% | -4.3% |
| 1Y | -18.8% | -14.9% | -3.9% | -16.5% |
| 3Y | -12.6% | +151.9% | -164.5% | -44.0% |
| All | -81.0% | +8.6% | -89.6% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling