-11.1%
DASH vs APA
+95.1%
-106.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | +0.8% |
| 7D | -10.2% | +5.1% | -15.3% | -9.3% |
| 30D | -8.2% | +0.3% | -8.5% | -8.1% |
| 3M | -15.9% | +15.6% | -31.6% | -13.1% |
| 6M | +13.3% | +28.9% | -15.6% | +20.3% |
| YTD | -21.3% | +96.6% | -117.8% | -19.1% |
| 1Y | -11.1% | +95.5% | -106.7% | -9.2% |
| All | -11.1% | +95.1% | -106.3% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling