+153.0%
DASH vs ACWI
+76.1%
+76.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -10.6% | +0.5% | -11.1% | -11.2% |
| 30D | +2.2% | +0.9% | +1.3% | +0.9% |
| 3M | +32.3% | +2.4% | +29.9% | +27.9% |
| 6M | +19.1% | +12.4% | +6.7% | +0.7% |
| YTD | -6.5% | +15.2% | -21.7% | -23.7% |
| 1Y | -14.9% | +22.7% | -37.6% | -36.5% |
| All | +153.0% | +76.1% | +76.9% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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