-17.8%
AAL vs DASH
-2.1%
-15.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | +10.1% | -2.8% | +12.8% | +11.0% |
| 30D | +10.6% | -9.3% | +19.9% | +13.5% |
| 3M | -5.9% | -15.1% | +9.1% | -1.9% |
| 6M | +5.7% | +8.7% | -3.0% | +2.8% |
| YTD | -8.0% | -21.3% | +13.3% | -3.1% |
| 1Y | +6.0% | -12.7% | +18.7% | +8.1% |
| 3Y | +19.6% | +103.8% | -84.2% | -3.5% |
| 5Y | -34.6% | -16.8% | -17.8% | -48.6% |
| All | -17.8% | -2.1% | -15.7% | -38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling