+10.8%
TSLA vs DASH
-7.9%
+18.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.2% |
| 7D | -6.4% | -4.8% | -1.6% | -4.5% |
| 30D | -1.2% | -7.9% | +6.7% | +1.6% |
| 3M | +15.1% | -16.3% | +31.4% | +22.5% |
| 6M | -11.7% | +10.4% | -22.1% | -18.3% |
| YTD | -15.9% | -20.1% | +4.2% | -11.0% |
| 1Y | -12.0% | -11.4% | -0.6% | -11.7% |
| 3Y | +80.0% | +114.1% | -34.0% | +17.7% |
| 5Y | +10.8% | -5.8% | +16.6% | -20.6% |
| All | +10.8% | -7.9% | +18.7% | -20.6% |
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