+85.5%
QQQ vs DASH
+99.1%
-13.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.4% |
| 7D | +6.4% | -4.1% | +10.4% | +7.3% |
| 30D | -7.5% | -10.6% | +3.2% | -5.3% |
| 3M | -4.8% | -18.8% | +14.0% | -0.8% |
| 6M | -2.5% | +11.2% | -13.7% | -6.7% |
| YTD | +12.4% | -23.8% | +36.2% | +18.3% |
| 1Y | +11.3% | -12.2% | +23.5% | +11.9% |
| All | +85.5% | +99.1% | -13.5% | +47.0% |
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