-9.4%
DASH vs ADP
+49.8%
-59.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.2% | -10.6% | -10.4% |
| 7D | +0.5% | +7.4% | -6.8% | -5.4% |
| 30D | -7.1% | +17.1% | -24.1% | -19.2% |
| 3M | -13.2% | +14.4% | -27.6% | -23.1% |
| 6M | +8.3% | +47.9% | -39.6% | -24.5% |
| YTD | -20.6% | +22.1% | -42.6% | -34.1% |
| 1Y | -24.4% | +21.8% | -46.2% | -37.0% |
| 3Y | +94.5% | +50.5% | +44.0% | +26.3% |
| 5Y | -9.4% | +49.6% | -59.0% | -45.8% |
| All | -9.4% | +49.8% | -59.2% | -45.8% |
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