+11.7%
DASH vs ALM
+1,258.1%
-1,246.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.6% |
| 7D | -10.6% | -2.6% | -8.0% | -10.5% |
| 30D | +2.2% | +32.0% | -29.9% | +1.4% |
| 3M | +32.3% | -15.0% | +47.3% | +32.4% |
| 6M | +19.1% | -10.1% | +29.2% | +18.7% |
| YTD | -6.5% | +99.4% | -105.9% | -8.5% |
| 1Y | -14.9% | +316.4% | -331.2% | -17.7% |
| 3Y | +151.9% | +2,022.0% | -1,870.0% | +149.1% |
| 5Y | +9.4% | +941.2% | -931.7% | +7.4% |
| All | +11.7% | +1,258.1% | -1,246.3% | +9.7% |
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