-0.9%
BA vs DASH
+8.6%
-9.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.5% | +1.9% |
| 7D | +1.2% | -10.6% | +11.7% | +3.9% |
| 30D | -11.6% | +2.2% | -13.8% | -12.2% |
| 3M | -2.4% | +32.3% | -34.7% | -9.2% |
| 6M | -6.6% | +19.1% | -25.7% | -11.5% |
| YTD | -2.2% | -6.5% | +4.3% | -2.2% |
| 1Y | -8.0% | -14.9% | +6.9% | -6.5% |
| 3Y | -5.0% | +151.9% | -156.9% | -27.6% |
| All | -0.9% | +8.6% | -9.5% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling