+209.1%
ADI vs DASH
-5.8%
+214.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.1% | -2.6% |
| 7D | +9.5% | -4.5% | +14.0% | +10.5% |
| 30D | -1.4% | -6.8% | +5.4% | -0.2% |
| 3M | +4.7% | -20.7% | +25.4% | +9.3% |
| 6M | -7.4% | +15.1% | -22.5% | -11.7% |
| YTD | +48.1% | -24.3% | +72.3% | +53.8% |
| 1Y | +69.6% | -12.1% | +81.8% | +69.8% |
| 3Y | +144.4% | +91.1% | +53.3% | +103.3% |
| 5Y | +134.1% | -30.3% | +164.4% | +105.4% |
| All | +209.1% | -5.8% | +214.8% | +158.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling