-0.1%
DASH vs ADVB
-97.6%
+97.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -9.5% | +0.1% | -9.5% |
| 7D | +0.5% | -28.0% | +28.5% | +0.1% |
| 30D | -7.1% | -70.2% | +63.1% | -8.7% |
| 3M | -13.2% | -76.1% | +62.9% | -14.8% |
| 6M | +8.3% | -72.3% | +80.6% | +5.1% |
| YTD | -20.6% | -67.5% | +46.9% | -23.2% |
| 1Y | -24.4% | -78.6% | +54.2% | -26.5% |
| All | -0.1% | -97.6% | +97.5% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling