-17.2%
DASH vs ALB
+4.7%
-22.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.3% | +3.0% | +7.9% |
| 7D | +17.2% | -2.1% | +19.2% | +17.3% |
| 30D | +3.6% | -9.0% | +12.6% | +4.3% |
| 3M | -1.9% | -21.1% | +19.3% | -0.2% |
| 6M | +15.1% | -49.9% | +65.0% | +21.1% |
| YTD | -12.3% | -32.3% | +20.0% | -17.1% |
| 1Y | -17.2% | +8.6% | -25.8% | -35.6% |
| All | -17.2% | +4.7% | -22.0% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling