+102.1%
DASH vs ACGL
+35.5%
+66.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.1% | -9.3% | -9.4% |
| 7D | +0.5% | +6.4% | -5.9% | -0.7% |
| 30D | -7.1% | +16.6% | -23.7% | -9.9% |
| 3M | -13.2% | +11.6% | -24.8% | -15.1% |
| 6M | +8.3% | +17.5% | -9.2% | +5.1% |
| YTD | -20.6% | +15.3% | -35.8% | -23.0% |
| 1Y | -24.4% | +26.3% | -50.7% | -28.0% |
| All | +102.1% | +35.5% | +66.5% | +95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling