-5.2%
DASH vs ADP
+97.5%
-102.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.8% |
| 7D | +0.4% | +3.2% | -2.9% | -2.0% |
| 30D | -6.0% | +14.9% | -21.0% | -16.1% |
| 3M | -15.8% | +11.6% | -27.4% | -23.1% |
| 6M | +7.0% | +48.5% | -41.5% | -23.2% |
| YTD | -20.7% | +20.6% | -41.2% | -32.6% |
| 1Y | -8.5% | +23.7% | -32.2% | -24.1% |
| 3Y | +101.8% | +47.8% | +54.0% | +41.0% |
| 5Y | -9.6% | +47.7% | -57.3% | -38.4% |
| All | -5.2% | +97.5% | -102.7% | -38.1% |
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