+333.0%
APP vs DASH
+8.6%
+324.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.9% | +5.2% |
| 7D | +0.9% | -10.6% | +11.4% | +8.2% |
| 30D | -23.3% | +2.2% | -25.4% | -25.0% |
| 3M | -42.6% | +32.3% | -74.9% | -53.2% |
| 6M | -33.6% | +19.1% | -52.7% | -42.3% |
| YTD | -52.4% | -6.5% | -45.9% | -50.8% |
| 1Y | -35.9% | -14.9% | -21.0% | -31.7% |
| 3Y | +642.2% | +151.9% | +490.3% | +301.1% |
| All | +333.0% | +8.6% | +324.4% | +186.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling