+278.6%
TQQQ vs DASH
+16.3%
+262.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +3.4% |
| 7D | +0.7% | -10.6% | +11.3% | +8.0% |
| 30D | -0.6% | +2.2% | -2.8% | -2.6% |
| 3M | -14.9% | +32.3% | -47.2% | -30.2% |
| 6M | +44.6% | +19.1% | +25.4% | +24.5% |
| YTD | +37.8% | -6.5% | +44.3% | +38.2% |
| 1Y | +59.2% | -14.9% | +74.1% | +66.6% |
| 3Y | +254.1% | +151.9% | +102.2% | +88.7% |
| 5Y | +100.6% | +9.4% | +91.1% | +35.3% |
| All | +278.6% | +16.3% | +262.3% | +145.7% |
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 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