+249.6%
ALAB vs DASH
+37.9%
+211.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.7% | +13.0% | +13.3% |
| 7D | -5.6% | -4.8% | -0.8% | -2.7% |
| 30D | -36.6% | -7.9% | -28.7% | -34.0% |
| 3M | -35.1% | -16.3% | -18.8% | -29.6% |
| 6M | +8.5% | +10.4% | -1.8% | -3.9% |
| YTD | +30.4% | -20.1% | +50.5% | +43.5% |
| 1Y | +31.0% | -11.4% | +42.5% | +31.2% |
| All | +249.6% | +37.9% | +211.7% | +172.1% |
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