+4.8%
DASH vs ALM
+579.4%
-574.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.2% | +7.2% | +8.3% |
| 7D | +17.2% | -6.4% | +23.6% | +17.3% |
| 30D | +3.6% | -35.0% | +38.5% | +4.6% |
| 3M | -1.9% | -33.8% | +31.9% | -1.1% |
| 6M | +15.1% | -55.0% | +70.1% | +16.7% |
| YTD | -12.3% | -0.2% | -12.1% | -12.8% |
| 1Y | -17.2% | +41.8% | -59.0% | -18.3% |
| 3Y | +114.7% | +864.6% | -749.9% | +115.1% |
| 5Y | -4.3% | +443.3% | -447.6% | -4.3% |
| All | +4.8% | +579.4% | -574.6% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling