+75.7%
TSLA vs DASH
+16.3%
+59.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.6% | -1.3% | -4.1% |
| 7D | +1.5% | -10.6% | +12.1% | +6.0% |
| 30D | +10.1% | +2.2% | +8.0% | +9.0% |
| 3M | -15.4% | +32.3% | -47.7% | -25.0% |
| 6M | -12.8% | +19.1% | -31.9% | -20.4% |
| YTD | -21.3% | -6.5% | -14.8% | -21.2% |
| 1Y | +4.6% | -14.9% | +19.5% | +7.2% |
| 3Y | +44.5% | +151.9% | -107.4% | -5.2% |
| 5Y | +44.8% | +9.4% | +35.4% | +6.2% |
| All | +75.7% | +16.3% | +59.4% | +27.4% |
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