+30.9%
QCOM vs DASH
+8.6%
+22.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +1.3% |
| 7D | +3.3% | -10.6% | +13.9% | +6.4% |
| 30D | +7.7% | +2.2% | +5.5% | +7.0% |
| 3M | -30.1% | +32.3% | -62.3% | -35.6% |
| 6M | +22.8% | +19.1% | +3.7% | +15.0% |
| YTD | +0.2% | -6.5% | +6.7% | +0.3% |
| 1Y | +7.9% | -14.9% | +22.7% | +9.9% |
| 3Y | +55.8% | +151.9% | -96.1% | +13.1% |
| All | +30.9% | +8.6% | +22.3% | -5.2% |
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