+12.0%
ACN vs DASH
-5.2%
+17.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.9% |
| 7D | -5.7% | -4.1% | -1.7% | -5.1% |
| 30D | +17.0% | -10.6% | +27.7% | +19.0% |
| 3M | +39.9% | -18.8% | +58.6% | +44.2% |
| 6M | +50.2% | +11.2% | +39.0% | +46.6% |
| YTD | -4.2% | -23.8% | +19.6% | -1.1% |
| 1Y | +4.3% | -12.2% | +16.5% | +5.2% |
| 3Y | -17.1% | +97.3% | -114.4% | -26.8% |
| 5Y | -26.5% | -29.8% | +3.3% | -36.3% |
| All | +12.0% | -5.2% | +17.1% | -4.1% |
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 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