+803.3%
APP vs DASH
+94.5%
+708.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -9.4% | +40.4% | +37.0% |
| 7D | +39.7% | +0.5% | +39.2% | +35.4% |
| 30D | +27.7% | -7.1% | +34.8% | +30.2% |
| 3M | -14.8% | -13.2% | -1.6% | -10.3% |
| 6M | -25.5% | +8.3% | -33.8% | -34.8% |
| YTD | -47.2% | -20.6% | -26.6% | -40.7% |
| 1Y | -42.3% | -24.4% | -17.9% | -34.5% |
| All | +803.3% | +94.5% | +708.8% | +431.6% |
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