+7.4%
DASH vs ADP
+49.8%
-42.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -2.8% |
| 7D | -10.6% | -3.4% | -7.1% | -7.8% |
| 30D | +2.2% | +2.8% | -0.6% | -0.3% |
| 3M | +32.3% | +20.9% | +11.3% | +11.0% |
| 6M | +19.1% | +29.9% | -10.8% | -6.7% |
| YTD | -6.5% | +9.6% | -16.2% | -14.5% |
| 1Y | -14.9% | -5.3% | -9.6% | -11.3% |
| 3Y | +151.9% | +16.5% | +135.5% | +111.3% |
| All | +7.4% | +49.8% | -42.4% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling