-5.1%
DASH vs ACWI
+87.3%
-92.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.8% | -5.6% | -2.5% |
| 7D | +0.5% | -4.0% | +4.5% | +8.6% |
| 30D | -7.1% | -5.8% | -1.3% | +3.9% |
| 3M | -13.2% | -5.0% | -8.2% | -4.5% |
| 6M | +8.3% | +0.7% | +7.6% | +6.1% |
| YTD | -20.6% | +8.4% | -29.0% | -32.5% |
| 1Y | -24.4% | +10.1% | -34.5% | -37.6% |
| 3Y | +94.5% | +70.8% | +23.8% | -35.5% |
| 5Y | -9.4% | +55.4% | -64.8% | -60.6% |
| All | -5.1% | +87.3% | -92.4% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling