-5.1%
DASH vs ALLE
+77.9%
-83.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.9% | -6.5% | -7.9% |
| 7D | +0.5% | 0.0% | +0.5% | +0.8% |
| 30D | -7.1% | +20.6% | -27.7% | -15.9% |
| 3M | -13.2% | +11.4% | -24.6% | -18.1% |
| 6M | +8.3% | +42.5% | -34.3% | -11.2% |
| YTD | -20.6% | +18.9% | -39.4% | -29.2% |
| 1Y | -24.4% | +14.2% | -38.6% | -31.1% |
| 3Y | +94.5% | +90.7% | +3.8% | +19.8% |
| 5Y | -9.4% | +52.5% | -61.9% | -39.3% |
| All | -5.1% | +77.9% | -83.0% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling