+123.0%
DASH vs ALLY
+59.2%
+63.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.8% | +4.5% | +6.8% |
| 7D | +17.2% | +2.4% | +14.8% | +16.2% |
| 30D | +3.6% | +5.6% | -2.0% | +1.5% |
| 3M | -1.9% | -11.7% | +9.8% | +3.0% |
| 6M | +15.1% | -7.0% | +22.1% | +18.3% |
| YTD | -12.3% | -10.4% | -1.9% | -8.9% |
| 1Y | -17.2% | +2.4% | -19.6% | -17.8% |
| All | +123.0% | +59.2% | +63.9% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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