+41.1%
TSLA vs DASH
+8.6%
+32.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.6% | -1.3% | -3.9% |
| 7D | +1.5% | -10.6% | +12.1% | +6.5% |
| 30D | +10.1% | +2.2% | +8.0% | +8.8% |
| 3M | -15.4% | +32.3% | -47.7% | -26.0% |
| 6M | -12.8% | +19.1% | -31.9% | -21.2% |
| YTD | -21.3% | -6.5% | -14.8% | -21.2% |
| 1Y | +4.6% | -14.9% | +19.5% | +7.5% |
| 3Y | +44.5% | +151.9% | -107.4% | -11.1% |
| All | +41.1% | +8.6% | +32.5% | -5.3% |
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