+101.8%
DASH vs ALB
-16.8%
+118.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | +0.4% | +9.1% | -8.7% | -0.7% |
| 30D | -6.0% | -3.4% | -2.6% | -5.8% |
| 3M | -15.8% | -20.6% | +4.8% | -13.7% |
| 6M | +7.0% | -48.2% | +55.1% | +14.8% |
| YTD | -20.7% | -29.2% | +8.6% | -19.3% |
| 1Y | -8.5% | +10.0% | -18.5% | -12.5% |
| 3Y | +101.8% | -12.9% | +114.7% | +81.5% |
| All | +101.8% | -16.8% | +118.6% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling