-11.8%
BA vs DASH
-15.0%
+3.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.5% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | -7.9% | -6.0% | -1.9% | -7.0% |
| 3M | -25.3% | -15.8% | -9.6% | -23.3% |
| 6M | -24.6% | +7.0% | -31.6% | -26.0% |
| YTD | -20.1% | -20.7% | +0.5% | -17.7% |
| 1Y | -11.8% | -8.5% | -3.2% | -14.6% |
| All | -11.8% | -15.0% | +3.2% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling