+11.7%
DASH vs ALB
-6.3%
+18.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.4% | -0.2% | -3.5% |
| 7D | -10.6% | -8.1% | -2.5% | -8.6% |
| 30D | +2.2% | +6.3% | -4.1% | +0.3% |
| 3M | +32.3% | -23.6% | +55.8% | +40.7% |
| 6M | +19.1% | -24.6% | +43.7% | +24.8% |
| YTD | -6.5% | -10.3% | +3.8% | -7.9% |
| 1Y | -14.9% | +61.5% | -76.4% | -30.9% |
| 3Y | +151.9% | -34.0% | +185.9% | +158.6% |
| 5Y | +9.4% | -44.6% | +54.0% | +12.6% |
| All | +11.7% | -6.3% | +18.0% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling