+7.4%
DASH vs APA
+156.4%
-149.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.4% | -4.1% |
| 7D | -10.6% | +0.5% | -11.1% | -10.6% |
| 30D | +2.2% | +23.4% | -21.2% | -1.4% |
| 3M | +32.3% | +12.7% | +19.6% | +28.9% |
| 6M | +19.1% | +39.4% | -20.3% | +9.9% |
| YTD | -6.5% | +79.0% | -85.5% | -18.4% |
| 1Y | -14.9% | +88.8% | -103.7% | -27.3% |
| 3Y | +151.9% | +6.4% | +145.6% | +135.6% |
| All | +7.4% | +156.4% | -149.0% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling