+22.3%
QCOM vs DASH
+16.3%
+6.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +1.2% |
| 7D | +3.3% | -10.6% | +13.9% | +6.1% |
| 30D | +7.7% | +2.2% | +5.5% | +7.1% |
| 3M | -30.1% | +32.3% | -62.3% | -35.1% |
| 6M | +22.8% | +19.1% | +3.7% | +15.8% |
| YTD | +0.2% | -6.5% | +6.7% | +0.2% |
| 1Y | +7.9% | -14.9% | +22.7% | +9.6% |
| 3Y | +55.8% | +151.9% | -96.1% | +18.2% |
| 5Y | +30.1% | +9.4% | +20.6% | +2.3% |
| All | +22.3% | +16.3% | +6.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling