+8.1%
VZ vs DASH
+9.1%
-1.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.3% | -6.3% | +2.0% |
| 7D | +6.9% | +17.2% | -10.2% | +6.9% |
| 30D | +2.3% | +3.6% | -1.3% | +2.2% |
| 3M | 0.0% | -1.9% | +1.9% | 0.0% |
| 6M | +0.2% | +15.1% | -14.8% | +0.3% |
| YTD | +20.9% | -12.3% | +33.2% | +21.2% |
| 1Y | +25.2% | -17.2% | +42.5% | +25.5% |
| 3Y | +55.9% | +114.7% | -58.9% | +53.9% |
| 5Y | +22.6% | -4.3% | +26.9% | +16.3% |
| All | +8.1% | +9.1% | -1.0% | +3.6% |
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 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