+153.0%
DASH vs ALC
-13.3%
+166.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -3.8% |
| 7D | -10.6% | -2.1% | -8.5% | -9.8% |
| 30D | +2.2% | -0.1% | +2.3% | +2.1% |
| 3M | +32.3% | +5.9% | +26.4% | +29.2% |
| 6M | +19.1% | -15.9% | +35.0% | +26.2% |
| YTD | -6.5% | -10.1% | +3.6% | -3.4% |
| 1Y | -14.9% | -10.2% | -4.7% | -12.2% |
| All | +153.0% | -13.3% | +166.3% | +158.7% |
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