+166.7%
SOXX vs DASH
-30.7%
+197.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.5% |
| 7D | +9.4% | -4.5% | +13.9% | +10.9% |
| 30D | -13.8% | -6.8% | -7.0% | -12.3% |
| 3M | -18.6% | -20.7% | +2.1% | -13.5% |
| 6M | -15.1% | +15.1% | -30.2% | -21.1% |
| YTD | +49.0% | -24.3% | +73.3% | +57.2% |
| 1Y | +55.3% | -12.1% | +67.4% | +54.8% |
| 3Y | +179.0% | +91.1% | +87.9% | +109.3% |
| All | +166.7% | -30.7% | +197.4% | +107.9% |
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