+391.7%
APP vs DASH
+46.0%
+345.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.9% | +5.1% |
| 7D | +0.9% | -10.6% | +11.4% | +7.8% |
| 30D | -23.3% | +2.2% | -25.4% | -24.9% |
| 3M | -42.6% | +32.3% | -74.9% | -52.6% |
| 6M | -33.6% | +19.1% | -52.7% | -41.8% |
| YTD | -52.4% | -6.5% | -45.9% | -50.9% |
| 1Y | -35.9% | -14.9% | -21.0% | -31.8% |
| 3Y | +642.2% | +151.9% | +490.3% | +321.6% |
| 5Y | +311.1% | +9.4% | +301.6% | +175.8% |
| All | +391.7% | +46.0% | +345.6% | +169.1% |
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