-4.5%
DASH vs ADP
+96.7%
-101.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | -4.8% | +1.1% | -5.9% | -5.6% |
| 30D | -7.9% | +11.5% | -19.4% | -15.7% |
| 3M | -16.3% | +12.0% | -28.4% | -23.8% |
| 6M | +10.4% | +43.8% | -33.4% | -18.6% |
| YTD | -20.1% | +20.1% | -40.2% | -31.9% |
| 1Y | -11.4% | +22.3% | -33.7% | -25.8% |
| 3Y | +114.1% | +43.3% | +70.8% | +53.9% |
| 5Y | -5.8% | +47.3% | -53.1% | -35.7% |
| All | -4.5% | +96.7% | -101.2% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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