+123.0%
DASH vs ACGL
+35.7%
+87.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.7% | +5.6% | +7.7% |
| 7D | +17.2% | +8.0% | +9.2% | +15.4% |
| 30D | +3.6% | +17.3% | -13.7% | +0.3% |
| 3M | -1.9% | +11.2% | -13.1% | -3.9% |
| 6M | +15.1% | +18.2% | -3.1% | +11.5% |
| YTD | -12.3% | +15.4% | -27.7% | -15.0% |
| 1Y | -17.2% | +26.5% | -43.8% | -21.2% |
| All | +123.0% | +35.7% | +87.4% | +115.8% |
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