-25.3%
BA vs DASH
-2.1%
-23.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | 0.0% | -2.8% | +2.8% | +0.5% |
| 30D | -8.9% | -9.3% | +0.4% | -7.3% |
| 3M | -25.5% | -15.1% | -10.5% | -23.2% |
| 6M | -27.0% | +8.7% | -35.7% | -28.9% |
| YTD | -20.1% | -21.3% | +1.1% | -17.4% |
| 1Y | -11.0% | -12.7% | +1.7% | -10.2% |
| 3Y | -11.8% | +103.8% | -115.6% | -26.7% |
| 5Y | -20.6% | -16.8% | -3.9% | -32.0% |
| All | -25.3% | -2.1% | -23.2% | -37.5% |
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