+316.8%
APP vs DASH
+37.0%
+279.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.3% | +2.4% | +5.6% |
| 7D | +4.5% | +17.2% | -12.6% | -5.4% |
| 30D | -3.6% | +3.6% | -7.2% | -6.2% |
| 3M | -35.3% | -1.9% | -33.4% | -35.8% |
| 6M | -42.8% | +15.1% | -57.9% | -49.3% |
| YTD | -59.7% | -12.3% | -47.4% | -57.2% |
| 1Y | -55.4% | -17.2% | -38.1% | -51.9% |
| 3Y | +592.0% | +114.7% | +477.3% | +331.4% |
| 5Y | +175.7% | -4.3% | +180.0% | +93.7% |
| All | +316.8% | +37.0% | +279.8% | +134.6% |
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 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