+7.4%
DASH vs ALC
-16.0%
+23.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -3.3% |
| 7D | -10.6% | -2.1% | -8.5% | -9.4% |
| 30D | +2.2% | -0.1% | +2.3% | +2.0% |
| 3M | +32.3% | +5.9% | +26.4% | +27.1% |
| 6M | +19.1% | -15.9% | +35.0% | +30.9% |
| YTD | -6.5% | -10.1% | +3.6% | -1.6% |
| 1Y | -14.9% | -10.2% | -4.7% | -11.0% |
| 3Y | +151.9% | -13.6% | +165.5% | +154.9% |
| All | +7.4% | -16.0% | +23.4% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling