+102.1%
DASH vs ALM
+806.0%
-703.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -9.6% | +0.2% | -8.9% |
| 7D | +0.5% | -14.5% | +15.0% | +1.4% |
| 30D | -7.1% | -39.0% | +32.0% | -4.7% |
| 3M | -13.2% | -40.3% | +27.1% | -11.2% |
| 6M | +8.3% | -60.3% | +68.6% | +12.4% |
| YTD | -20.6% | -9.8% | -10.8% | -21.8% |
| 1Y | -24.4% | +30.8% | -55.2% | -27.2% |
| All | +102.1% | +806.0% | -703.9% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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