-8.3%
BA vs DASH
+114.7%
-123.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.3% | -6.2% | +0.1% |
| 7D | +5.9% | +17.2% | -11.3% | +1.8% |
| 30D | -8.2% | +3.6% | -11.7% | -9.2% |
| 3M | -25.4% | -1.9% | -23.5% | -25.4% |
| 6M | -20.0% | +15.1% | -35.1% | -23.6% |
| YTD | -18.5% | -12.3% | -6.2% | -17.1% |
| 1Y | -10.6% | -17.2% | +6.6% | -8.4% |
| All | -8.3% | +114.7% | -123.0% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling