+205.4%
ADI vs DASH
-2.1%
+207.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -6.3% | -2.8% | -3.5% | -5.7% |
| 30D | -3.2% | -9.3% | +6.1% | -1.5% |
| 3M | +2.8% | -15.1% | +17.8% | +5.7% |
| 6M | -5.0% | +8.7% | -13.8% | -8.3% |
| YTD | +46.3% | -21.3% | +67.6% | +50.8% |
| 1Y | +71.6% | -12.7% | +84.3% | +72.2% |
| 3Y | +139.2% | +103.8% | +35.4% | +96.3% |
| 5Y | +136.4% | -16.8% | +153.2% | +102.2% |
| All | +205.4% | -2.1% | +207.5% | +153.6% |
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