+71.4%
BAC vs DASH
+8.6%
+62.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.6% | +0.6% |
| 7D | +1.1% | -10.6% | +11.7% | +2.8% |
| 30D | -0.4% | +2.2% | -2.5% | -0.8% |
| 3M | +16.9% | +32.3% | -15.4% | +11.5% |
| 6M | +26.6% | +19.1% | +7.5% | +22.3% |
| YTD | +15.8% | -6.5% | +22.3% | +15.9% |
| 1Y | +27.2% | -14.9% | +42.1% | +28.3% |
| 3Y | +132.4% | +151.9% | -19.5% | +97.8% |
| All | +71.4% | +8.6% | +62.9% | +43.3% |
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