+57.5%
VZ vs DASH
+114.7%
-57.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.3% | -6.3% | +2.3% |
| 7D | +6.9% | +17.2% | -10.2% | +7.5% |
| 30D | +2.3% | +3.6% | -1.3% | +2.3% |
| 3M | 0.0% | -1.9% | +1.9% | 0.0% |
| 6M | +0.2% | +15.1% | -14.8% | +1.3% |
| YTD | +20.9% | -12.3% | +33.2% | +21.4% |
| 1Y | +25.2% | -17.2% | +42.5% | +25.6% |
| All | +57.5% | +114.7% | -57.2% | +64.8% |
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