+270.9%
TQQQ vs DASH
+160.1%
+110.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +3.6% |
| 7D | +0.7% | -10.6% | +11.3% | +8.5% |
| 30D | -0.6% | +2.2% | -2.8% | -2.8% |
| 3M | -14.9% | +32.3% | -47.2% | -31.7% |
| 6M | +44.6% | +19.1% | +25.4% | +22.5% |
| YTD | +37.8% | -6.5% | +44.3% | +40.4% |
| 1Y | +59.2% | -14.9% | +74.1% | +71.0% |
| All | +270.9% | +160.1% | +110.7% | +83.0% |
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