+101.2%
TQQQ vs DASH
+2.7%
+98.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +3.6% |
| 7D | +4.4% | -11.2% | +15.5% | +13.3% |
| 30D | -3.1% | -7.3% | +4.2% | +1.6% |
| 3M | -5.2% | +31.4% | -36.6% | -24.5% |
| 6M | +52.4% | +11.9% | +40.5% | +33.8% |
| YTD | +37.4% | -11.5% | +48.9% | +42.9% |
| 1Y | +56.0% | -20.0% | +76.0% | +71.0% |
| 3Y | +268.7% | +143.9% | +124.8% | +74.4% |
| 5Y | +101.2% | -0.2% | +101.5% | +26.9% |
| All | +101.2% | +2.7% | +98.6% | +26.9% |
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