+244.8%
SOXX vs DASH
-3.8%
+248.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.7% | -3.3% |
| 7D | +3.0% | -9.4% | +12.5% | +6.0% |
| 30D | -3.1% | -5.2% | +2.0% | -2.0% |
| 3M | -4.4% | +33.1% | -37.5% | -13.7% |
| 6M | +52.9% | +18.3% | +34.6% | +41.4% |
| YTD | +72.0% | -11.2% | +83.2% | +73.9% |
| 1Y | +105.1% | -21.9% | +127.0% | +114.5% |
| 3Y | +220.6% | +144.7% | +76.0% | +125.6% |
| 5Y | +244.8% | -4.4% | +249.2% | +156.7% |
| All | +244.8% | -3.8% | +248.6% | +156.7% |
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