+101.1%
BAC vs DASH
-5.2%
+106.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.1% |
| 7D | +1.5% | -4.1% | +5.6% | +2.0% |
| 30D | -6.4% | -10.6% | +4.2% | -5.2% |
| 3M | -21.7% | -18.8% | -2.9% | -19.8% |
| 6M | +0.5% | +11.2% | -10.7% | -1.4% |
| YTD | -6.7% | -23.8% | +17.1% | -4.5% |
| 1Y | -4.7% | -12.2% | +7.5% | -4.2% |
| 3Y | +96.1% | +97.3% | -1.2% | +78.7% |
| 5Y | +21.7% | -29.8% | +51.5% | +8.0% |
| All | +101.1% | -5.2% | +106.2% | +78.1% |
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