+227.4%
SOXX vs DASH
+145.0%
+82.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.3% | +7.0% | +3.1% |
| 7D | +5.6% | -11.2% | +16.8% | +9.0% |
| 30D | -2.7% | -7.3% | +4.6% | -1.0% |
| 3M | -7.5% | +31.4% | -38.9% | -16.1% |
| 6M | +63.5% | +11.9% | +51.6% | +54.4% |
| YTD | +75.7% | -11.5% | +87.1% | +80.3% |
| 1Y | +113.3% | -20.0% | +133.3% | +126.0% |
| 3Y | +227.4% | +143.9% | +83.5% | +129.6% |
| All | +227.4% | +145.0% | +82.4% | +129.6% |
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