-21.4%
ACN vs DASH
-12.0%
-9.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.4% | +9.7% | +2.2% |
| 7D | +7.3% | +0.5% | +6.7% | +7.0% |
| 30D | +38.2% | -7.1% | +45.3% | +39.8% |
| 3M | +56.6% | -13.2% | +69.8% | +60.3% |
| 6M | +51.1% | +8.3% | +42.8% | +47.4% |
| YTD | +1.7% | -20.6% | +22.2% | +4.8% |
| 1Y | +10.1% | -24.4% | +34.5% | +13.9% |
| 3Y | -10.3% | +94.5% | -104.8% | -23.7% |
| 5Y | -21.4% | -9.4% | -12.0% | -36.9% |
| All | -21.4% | -12.0% | -9.5% | -36.9% |
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