+102.1%
DASH vs ADP
+50.4%
+51.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.2% | -10.6% | -10.2% |
| 7D | +0.5% | +7.4% | -6.8% | -4.0% |
| 30D | -7.1% | +17.1% | -24.1% | -16.4% |
| 3M | -13.2% | +14.4% | -27.6% | -20.7% |
| 6M | +8.3% | +47.9% | -39.6% | -17.7% |
| YTD | -20.6% | +22.1% | -42.6% | -31.4% |
| 1Y | -24.4% | +21.8% | -46.2% | -34.5% |
| All | +102.1% | +50.4% | +51.7% | +64.3% |
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