+103.8%
DASH vs ADP
+43.9%
+59.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.2% |
| 7D | -2.8% | +3.2% | -6.0% | -4.8% |
| 30D | -9.3% | +12.8% | -22.0% | -16.4% |
| 3M | -15.1% | +12.3% | -27.4% | -21.5% |
| 6M | +8.7% | +45.4% | -36.7% | -16.5% |
| YTD | -21.3% | +21.4% | -42.7% | -31.8% |
| 1Y | -12.7% | +23.7% | -36.4% | -25.5% |
| 3Y | +103.8% | +43.6% | +60.1% | +67.9% |
| All | +103.8% | +43.9% | +59.9% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling