+18.0%
BAC vs DASH
-9.9%
+27.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.9% |
| 3M | -21.2% | -15.8% | -5.4% | -19.3% |
| 6M | -6.8% | +7.0% | -13.8% | -8.6% |
| YTD | -8.7% | -20.7% | +12.0% | -6.6% |
| 1Y | -5.3% | -8.5% | +3.3% | -5.4% |
| 3Y | +87.4% | +101.8% | -14.3% | +64.8% |
| All | +18.0% | -9.9% | +27.9% | -1.4% |
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 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