-25.7%
BA vs DASH
-1.1%
-24.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.4% | +6.9% | -0.5% |
| 7D | -0.1% | +0.5% | -0.6% | -0.3% |
| 30D | -9.1% | -7.1% | -2.0% | -8.0% |
| 3M | -28.2% | -13.2% | -15.0% | -26.3% |
| 6M | -23.1% | +8.3% | -31.4% | -25.2% |
| YTD | -20.6% | -20.6% | 0.0% | -18.0% |
| 1Y | -12.7% | -24.4% | +11.7% | -9.5% |
| 3Y | -11.6% | +94.5% | -106.1% | -25.8% |
| 5Y | -23.1% | -9.4% | -13.7% | -34.7% |
| All | -25.7% | -1.1% | -24.5% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 10y: compounded portfolio wealth divided by compounded DASH 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…
10y analysis · Full analysis span regression · 6 months rolling