-29.3%
DASH vs APA
+94.1%
-123.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.3% | -0.9% |
| 7D | -4.5% | +8.5% | -13.1% | -5.7% |
| 30D | -6.8% | +2.8% | -9.6% | -7.5% |
| 3M | -20.7% | +21.7% | -42.4% | -23.6% |
| 6M | +15.1% | +32.6% | -17.6% | +8.4% |
| YTD | -24.3% | +103.7% | -128.0% | -36.0% |
| 1Y | -12.1% | +101.8% | -113.9% | -25.7% |
| 3Y | +91.1% | +48.1% | +43.0% | +64.9% |
| All | -29.3% | +94.1% | -123.4% | -45.5% |
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 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