-10.2%
ACN vs DASH
+94.5%
-104.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.4% | +9.7% | +2.4% |
| 7D | +7.3% | +0.5% | +6.7% | +6.9% |
| 30D | +38.2% | -7.1% | +45.3% | +40.0% |
| 3M | +56.6% | -13.2% | +69.8% | +60.7% |
| 6M | +51.1% | +8.3% | +42.8% | +47.1% |
| YTD | +1.7% | -20.6% | +22.2% | +4.3% |
| 1Y | +10.1% | -24.4% | +34.5% | +13.3% |
| All | -10.2% | +94.5% | -104.7% | -23.0% |
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