+296.4%
ARM vs DASH
+155.1%
+141.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.6% | +8.5% | +6.0% |
| 7D | +5.5% | -10.6% | +16.0% | +10.8% |
| 30D | -8.2% | +2.2% | -10.3% | -9.5% |
| 3M | -35.9% | +32.3% | -68.2% | -44.8% |
| 6M | +103.1% | +19.1% | +84.0% | +81.4% |
| YTD | +130.6% | -6.5% | +137.1% | +133.4% |
| 1Y | +86.1% | -14.9% | +101.0% | +94.9% |
| All | +296.4% | +155.1% | +141.4% | +103.8% |
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