+153.0%
DASH vs AR
+40.7%
+112.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.5% |
| 7D | -10.6% | +2.5% | -13.1% | -10.9% |
| 30D | +2.2% | +14.8% | -12.6% | 0.0% |
| 3M | +32.3% | +6.2% | +26.0% | +30.8% |
| 6M | +19.1% | +4.3% | +14.8% | +17.4% |
| YTD | -6.5% | +14.4% | -20.9% | -9.8% |
| 1Y | -14.9% | +21.3% | -36.2% | -19.5% |
| All | +153.0% | +40.7% | +112.3% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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