-5.1%
DASH vs ALLY
+43.2%
-48.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.3% | -8.1% | -8.7% |
| 7D | +0.5% | -1.1% | +1.7% | +1.3% |
| 30D | -7.1% | +4.2% | -11.2% | -8.8% |
| 3M | -13.2% | -12.4% | -0.8% | -6.9% |
| 6M | +8.3% | -8.7% | +17.0% | +13.6% |
| YTD | -20.6% | -11.6% | -8.9% | -15.5% |
| 1Y | -24.4% | +0.2% | -24.6% | -24.7% |
| 3Y | +94.5% | +57.1% | +37.4% | +39.6% |
| 5Y | -9.4% | -6.8% | -2.6% | -13.1% |
| All | -5.1% | +43.2% | -48.2% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling