+74.4%
TSLA vs DASH
+97.8%
-23.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +8.9% | -4.5% | +13.5% | +10.8% |
| 30D | +6.3% | -6.8% | +13.1% | +8.5% |
| 3M | +14.8% | -20.7% | +35.5% | +24.3% |
| 6M | -12.4% | +15.1% | -27.4% | -20.3% |
| YTD | -13.2% | -24.3% | +11.0% | -4.8% |
| 1Y | -2.9% | -12.1% | +9.2% | -2.1% |
| 3Y | +74.4% | +91.1% | -16.6% | +22.0% |
| All | +74.4% | +97.8% | -23.4% | +22.0% |
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