-5.2%
DASH vs ALC
+18.7%
-23.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +1.2% |
| 7D | +0.4% | +4.9% | -4.5% | -2.3% |
| 30D | -6.0% | +19.0% | -25.0% | -15.4% |
| 3M | -15.8% | +7.8% | -23.5% | -19.6% |
| 6M | +7.0% | +14.6% | -7.6% | -2.3% |
| YTD | -20.7% | -4.4% | -16.2% | -19.5% |
| 1Y | -8.5% | +1.4% | -9.9% | -11.2% |
| 3Y | +101.8% | +2.5% | +99.3% | +78.6% |
| 5Y | -9.6% | -10.9% | +1.3% | -12.7% |
| All | -5.2% | +18.7% | -23.9% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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