+259.9%
ALAB vs DASH
+51.3%
+208.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.3% | -12.8% | -8.5% |
| 7D | -24.9% | +17.2% | -42.0% | -31.5% |
| 30D | -38.4% | +3.6% | -41.9% | -40.1% |
| 3M | -38.3% | -1.9% | -36.4% | -39.2% |
| 6M | +10.9% | +15.1% | -4.1% | -4.3% |
| YTD | +34.2% | -12.3% | +46.5% | +39.6% |
| 1Y | +24.5% | -17.2% | +41.7% | +33.3% |
| All | +259.9% | +51.3% | +208.6% | +164.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling