+201.6%
ARM vs DASH
+139.2%
+62.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +8.3% | -13.6% | -8.8% |
| 7D | -18.7% | +17.2% | -35.9% | -24.7% |
| 30D | -36.7% | +3.6% | -40.2% | -38.2% |
| 3M | -31.6% | -1.9% | -29.8% | -32.2% |
| 6M | -5.6% | +15.1% | -20.7% | -14.9% |
| YTD | +75.5% | -12.3% | +87.8% | +80.7% |
| 1Y | +19.3% | -17.2% | +36.6% | +24.5% |
| 3Y | +258.6% | +114.7% | +143.9% | +98.5% |
| All | +201.6% | +139.2% | +62.4% | +57.8% |
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 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