+4.8%
DASH vs ADP
+97.7%
-92.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.5% | +5.8% | +6.3% |
| 7D | +17.2% | +6.4% | +10.8% | +11.8% |
| 30D | +3.6% | +16.6% | -13.1% | -8.5% |
| 3M | -1.9% | +12.9% | -14.8% | -11.1% |
| 6M | +15.1% | +45.7% | -30.6% | -16.0% |
| YTD | -12.3% | +20.6% | -33.0% | -25.4% |
| 1Y | -17.2% | +20.5% | -37.7% | -29.4% |
| 3Y | +114.7% | +48.7% | +66.0% | +49.4% |
| 5Y | -4.3% | +50.0% | -54.3% | -35.0% |
| All | +4.8% | +97.7% | -92.9% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling