-11.3%
DASH vs ADP
+22.7%
-34.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | -4.8% | +1.1% | -5.9% | -5.5% |
| 30D | -7.9% | +11.5% | -19.4% | -14.0% |
| 3M | -16.3% | +12.0% | -28.4% | -22.1% |
| 6M | +10.4% | +43.8% | -33.4% | -13.5% |
| YTD | -20.1% | +20.1% | -40.2% | -33.5% |
| All | -11.3% | +22.7% | -34.0% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling