-17.0%
ACN vs DASH
+16.3%
-33.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.3% | -2.6% |
| 7D | -1.5% | -10.6% | +9.0% | +0.3% |
| 30D | +9.4% | +2.2% | +7.2% | +8.9% |
| 3M | +5.6% | +32.3% | -26.6% | +0.5% |
| 6M | -9.3% | +19.1% | -28.4% | -12.3% |
| YTD | -29.0% | -6.5% | -22.5% | -28.9% |
| 1Y | -24.7% | -14.9% | -9.8% | -23.9% |
| 3Y | -39.8% | +151.9% | -191.8% | -48.9% |
| 5Y | -40.9% | +9.4% | -50.4% | -50.7% |
| All | -17.0% | +16.3% | -33.4% | -31.0% |
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 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