+79.7%
QQQ vs DASH
-30.3%
+110.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.5% |
| 7D | +6.4% | -4.1% | +10.4% | +7.4% |
| 30D | -7.5% | -10.6% | +3.2% | -5.2% |
| 3M | -4.8% | -18.8% | +14.0% | -0.5% |
| 6M | -2.5% | +11.2% | -13.7% | -6.7% |
| YTD | +12.4% | -23.8% | +36.2% | +17.7% |
| 1Y | +11.3% | -12.2% | +23.5% | +11.8% |
| 3Y | +85.0% | +97.3% | -12.3% | +46.2% |
| All | +79.7% | -30.3% | +110.0% | +53.3% |
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 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