+18.4%
ACN vs DASH
+9.1%
+9.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.3% | -4.5% | +2.4% |
| 7D | +8.6% | +17.2% | -8.6% | +5.7% |
| 30D | +36.6% | +3.6% | +33.0% | +35.6% |
| 3M | +56.3% | -1.9% | +58.2% | +56.3% |
| 6M | +49.7% | +15.1% | +34.6% | +45.4% |
| YTD | +1.3% | -12.3% | +13.6% | +2.3% |
| 1Y | +11.9% | -17.2% | +29.2% | +13.5% |
| 3Y | -10.6% | +114.7% | -125.3% | -22.2% |
| 5Y | -21.3% | -4.3% | -17.1% | -33.7% |
| All | +18.4% | +9.1% | +9.3% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling