+262.1%
TQQQ vs DASH
+10.5%
+251.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -4.5% |
| 7D | -3.9% | -9.4% | +5.5% | +2.0% |
| 30D | -5.3% | -5.2% | -0.1% | -2.7% |
| 3M | +0.1% | +33.1% | -33.0% | -18.5% |
| 6M | +40.7% | +18.3% | +22.4% | +21.5% |
| YTD | +31.8% | -11.2% | +43.0% | +36.4% |
| 1Y | +48.2% | -21.9% | +70.1% | +63.8% |
| 3Y | +253.6% | +144.7% | +109.0% | +91.6% |
| 5Y | +99.6% | -4.4% | +104.0% | +42.1% |
| All | +262.1% | +10.5% | +251.6% | +142.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling