+146.9%
QQQ vs DASH
+16.3%
+130.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +1.2% |
| 7D | +0.4% | -10.6% | +10.9% | +2.7% |
| 30D | +0.2% | +2.2% | -1.9% | -0.4% |
| 3M | -2.8% | +32.3% | -35.1% | -9.1% |
| 6M | +18.0% | +19.1% | -1.1% | +12.2% |
| YTD | +17.3% | -6.5% | +23.8% | +17.4% |
| 1Y | +25.6% | -14.9% | +40.5% | +27.3% |
| 3Y | +93.7% | +151.9% | -58.2% | +52.6% |
| 5Y | +94.2% | +9.4% | +84.7% | +56.9% |
| All | +146.9% | +16.3% | +130.6% | +96.2% |
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