+15.1%
DASH vs ALLY
-7.6%
+22.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.8% | +4.5% | +5.5% |
| 7D | +17.2% | +2.4% | +14.8% | +15.1% |
| 30D | +3.6% | +5.6% | -2.0% | -0.3% |
| 3M | -1.9% | -11.7% | +9.8% | +5.6% |
| 6M | +15.1% | -7.0% | +22.1% | +17.8% |
| All | +15.1% | -7.6% | +22.7% | +17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling