+338.7%
SOXX vs DASH
+16.3%
+322.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.1% | +4.8% |
| 7D | +2.2% | -10.6% | +12.8% | +5.3% |
| 30D | -2.0% | +2.2% | -4.2% | -2.9% |
| 3M | -13.7% | +32.3% | -46.0% | -21.1% |
| 6M | +52.4% | +19.1% | +33.3% | +41.9% |
| YTD | +72.8% | -6.5% | +79.3% | +72.1% |
| 1Y | +113.9% | -14.9% | +128.8% | +117.3% |
| 3Y | +210.7% | +151.9% | +58.8% | +127.0% |
| 5Y | +244.6% | +9.4% | +235.2% | +167.0% |
| All | +338.7% | +16.3% | +322.4% | +230.3% |
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 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