+57.3%
VZ vs DASH
+94.5%
-37.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.4% | +9.3% | -0.4% |
| 7D | +5.6% | +0.5% | +5.1% | +5.7% |
| 30D | +1.9% | -7.1% | +8.9% | +1.6% |
| 3M | +0.8% | -13.2% | +14.0% | +0.3% |
| 6M | +0.6% | +8.3% | -7.7% | +1.6% |
| YTD | +20.8% | -20.6% | +41.3% | +20.9% |
| 1Y | +23.9% | -24.4% | +48.3% | +23.9% |
| All | +57.3% | +94.5% | -37.2% | +64.1% |
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