-15.1%
TSLA vs DASH
-12.8%
-2.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.4% |
| 7D | -6.4% | -4.8% | -1.6% | -5.3% |
| 30D | -1.2% | -7.9% | +6.7% | +0.4% |
| 3M | +15.1% | -16.3% | +31.4% | +18.5% |
| 6M | -11.7% | +10.4% | -22.1% | -13.9% |
| YTD | -15.9% | -20.1% | +4.2% | -12.5% |
| All | -15.1% | -12.8% | -2.3% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling