+153.0%
DASH vs ALLE
+42.6%
+110.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.6% | -4.9% |
| 7D | -10.6% | -0.2% | -10.3% | -10.5% |
| 30D | +2.2% | -6.8% | +8.9% | +4.3% |
| 3M | +32.3% | +21.0% | +11.2% | +24.6% |
| 6M | +19.1% | +1.1% | +18.0% | +18.2% |
| YTD | -6.5% | -0.5% | -6.0% | -7.7% |
| 1Y | -14.9% | -7.3% | -7.6% | -13.7% |
| All | +153.0% | +42.6% | +110.5% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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