-5.2%
DASH vs ACGL
+237.4%
-242.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.8% | +0.6% |
| 7D | +0.4% | +0.9% | -0.5% | +0.3% |
| 30D | -6.0% | +13.7% | -19.8% | -8.7% |
| 3M | -15.8% | +8.0% | -23.8% | -17.1% |
| 6M | +7.0% | +13.3% | -6.3% | +4.1% |
| YTD | -20.7% | +11.8% | -32.5% | -22.8% |
| 1Y | -8.5% | +22.2% | -30.8% | -12.8% |
| 3Y | +101.8% | +32.5% | +69.3% | +87.1% |
| 5Y | -9.6% | +160.2% | -169.8% | -31.6% |
| All | -5.2% | +237.4% | -242.6% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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