+102.1%
DASH vs ALC
+4.5%
+97.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.0% | -8.4% | -9.0% |
| 7D | +0.5% | +7.6% | -7.1% | -1.9% |
| 30D | -7.1% | +21.1% | -28.2% | -12.8% |
| 3M | -13.2% | +8.5% | -21.7% | -15.6% |
| 6M | +8.3% | +2.8% | +5.5% | +6.4% |
| YTD | -20.6% | -2.4% | -18.2% | -20.4% |
| 1Y | -24.4% | +3.5% | -27.9% | -25.8% |
| All | +102.1% | +4.5% | +97.6% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling