-40.7%
AAL vs DASH
-12.0%
-28.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -9.4% | +4.3% | -1.9% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | -0.5% | -7.1% | +6.5% | +1.8% |
| 3M | -22.0% | -13.2% | -8.8% | -18.6% |
| 6M | +4.5% | +8.3% | -3.8% | +0.9% |
| YTD | -15.7% | -20.6% | +4.9% | -10.5% |
| 1Y | -3.7% | -24.4% | +20.8% | +2.9% |
| 3Y | +7.9% | +94.5% | -86.6% | -18.1% |
| 5Y | -40.7% | -9.4% | -31.3% | -56.7% |
| All | -40.7% | -12.0% | -28.8% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling