+96.7%
BAC vs DASH
-1.3%
+98.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -7.7% | -6.0% | -1.6% | -7.1% |
| 3M | -21.2% | -15.8% | -5.4% | -19.7% |
| 6M | -6.8% | +7.0% | -13.8% | -8.2% |
| YTD | -8.7% | -20.7% | +12.0% | -7.0% |
| 1Y | -5.3% | -8.5% | +3.3% | -5.3% |
| 3Y | +87.4% | +101.8% | -14.3% | +70.3% |
| 5Y | +18.9% | -9.6% | +28.5% | +4.8% |
| All | +96.7% | -1.3% | +98.0% | +73.4% |
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