+101.8%
DASH vs APA
+24.2%
+77.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.8% | -0.2% |
| 7D | +0.4% | -15.5% | +15.9% | +0.8% |
| 30D | -6.0% | +2.4% | -8.4% | -6.4% |
| 3M | -15.8% | +22.8% | -38.5% | -16.9% |
| 6M | +7.0% | +17.9% | -11.0% | +5.7% |
| YTD | -20.7% | +87.7% | -108.3% | -27.1% |
| 1Y | -8.5% | +94.2% | -102.7% | -16.4% |
| 3Y | +101.8% | +27.2% | +74.6% | +81.5% |
| All | +101.8% | +24.2% | +77.6% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling