+153.0%
DASH vs ADP
+16.9%
+136.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -3.2% |
| 7D | -10.6% | -3.4% | -7.1% | -8.3% |
| 30D | +2.2% | +2.8% | -0.6% | +0.2% |
| 3M | +32.3% | +20.9% | +11.3% | +14.7% |
| 6M | +19.1% | +29.9% | -10.8% | -2.1% |
| YTD | -6.5% | +9.6% | -16.2% | -13.2% |
| 1Y | -14.9% | -5.3% | -9.6% | -12.4% |
| All | +153.0% | +16.9% | +136.1% | +118.3% |
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