-11.8%
ACN vs DASH
+94.3%
-106.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | +0.9% | +0.4% | +0.5% | +0.6% |
| 30D | +33.5% | -6.0% | +39.6% | +34.9% |
| 3M | +53.5% | -15.8% | +69.2% | +58.6% |
| 6M | +52.2% | +7.0% | +45.3% | +48.6% |
| YTD | -0.1% | -20.7% | +20.6% | +2.5% |
| 1Y | +11.0% | -8.5% | +19.6% | +10.9% |
| 3Y | -11.8% | +101.8% | -113.6% | -24.4% |
| All | -11.8% | +94.3% | -106.0% | -24.4% |
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