-17.2%
DASH vs AS
+3.3%
-20.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.1% | +3.2% | +6.2% |
| 7D | +17.2% | +13.8% | +3.4% | +11.5% |
| 30D | +3.6% | +16.7% | -13.1% | -2.3% |
| 3M | -1.9% | -11.5% | +9.6% | +2.1% |
| 6M | +15.1% | -5.5% | +20.6% | +16.3% |
| YTD | -12.3% | -14.2% | +1.9% | -7.7% |
| 1Y | -17.2% | +2.1% | -19.3% | -20.2% |
| All | -17.2% | +3.3% | -20.6% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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