-1.5%
BAC vs DASH
-16.7%
+15.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.3% | -4.4% | +3.0% |
| 7D | +1.5% | +17.2% | -15.6% | -0.2% |
| 30D | -4.4% | +3.6% | -7.9% | -4.9% |
| 3M | -17.5% | -1.9% | -15.6% | -17.6% |
| 6M | -0.1% | +15.1% | -15.1% | -1.8% |
| YTD | -4.6% | -12.3% | +7.7% | -7.0% |
| 1Y | -1.5% | -17.2% | +15.7% | -4.0% |
| All | -1.5% | -16.7% | +15.2% | -4.0% |
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 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