+207.4%
ALAB vs DASH
+36.9%
+170.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.3% |
| 7D | -26.3% | +0.4% | -26.7% | -26.5% |
| 30D | -50.1% | -6.0% | -44.1% | -48.7% |
| 3M | -42.5% | -15.8% | -26.7% | -37.9% |
| 6M | -10.8% | +7.0% | -17.8% | -19.7% |
| YTD | +14.6% | -20.7% | +35.3% | +26.6% |
| 1Y | +17.1% | -8.5% | +25.7% | +13.8% |
| All | +207.4% | +36.9% | +170.6% | +140.0% |
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