+400.4%
ALAB vs DASH
+61.3%
+339.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -4.6% | +14.4% | +12.3% |
| 7D | +7.2% | -10.6% | +17.8% | +13.7% |
| 30D | -2.5% | +2.2% | -4.7% | -4.5% |
| 3M | -13.3% | +32.3% | -45.6% | -28.7% |
| 6M | +172.8% | +19.1% | +153.7% | +133.2% |
| YTD | +86.6% | -6.5% | +93.1% | +90.1% |
| 1Y | +65.2% | -14.9% | +80.0% | +79.0% |
| All | +400.4% | +61.3% | +339.1% | +260.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling