+174.6%
ARM vs DASH
+116.4%
+58.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.9% | +4.8% |
| 7D | -15.2% | +0.4% | -15.6% | -15.6% |
| 30D | -40.7% | -6.0% | -34.6% | -39.5% |
| 3M | -39.1% | -15.8% | -23.3% | -35.2% |
| 6M | -26.4% | +7.0% | -33.4% | -31.4% |
| YTD | +59.7% | -20.7% | +80.4% | +72.3% |
| 1Y | +10.3% | -8.5% | +18.9% | +8.1% |
| 3Y | +228.9% | +101.8% | +127.1% | +87.9% |
| All | +174.6% | +116.4% | +58.2% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling