+70.6%
TSLA vs DASH
-1.1%
+71.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -9.4% | -1.4% | -7.1% |
| 7D | -14.8% | +0.5% | -15.3% | -15.1% |
| 30D | -9.7% | -7.1% | -2.6% | -7.7% |
| 3M | +6.9% | -13.2% | +20.1% | +11.5% |
| 6M | -11.7% | +8.3% | -20.0% | -17.0% |
| YTD | -23.6% | -20.6% | -3.0% | -19.4% |
| 1Y | -25.6% | -24.4% | -1.2% | -20.9% |
| 3Y | +56.3% | +94.5% | -38.3% | +12.8% |
| 5Y | -15.6% | -9.4% | -6.2% | -34.2% |
| All | +70.6% | -1.1% | +71.7% | +30.4% |
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 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