+182.3%
ADI vs DASH
-1.3%
+183.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -12.8% | +0.4% | -13.2% | -13.0% |
| 30D | -11.3% | -6.0% | -5.3% | -10.5% |
| 3M | -3.4% | -15.8% | +12.4% | -0.4% |
| 6M | -12.0% | +7.0% | -19.0% | -14.7% |
| YTD | +35.3% | -20.7% | +55.9% | +39.1% |
| 1Y | +58.1% | -8.5% | +66.6% | +56.8% |
| 3Y | +127.4% | +101.8% | +25.6% | +87.0% |
| 5Y | +114.6% | -9.6% | +124.2% | +81.3% |
| All | +182.3% | -1.3% | +183.6% | +134.0% |
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 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