+149.5%
BAC vs DASH
+16.3%
+133.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.6% | +0.5% |
| 7D | +1.1% | -10.6% | +11.7% | +2.5% |
| 30D | -0.4% | +2.2% | -2.5% | -0.7% |
| 3M | +16.9% | +32.3% | -15.4% | +12.6% |
| 6M | +26.6% | +19.1% | +7.5% | +23.2% |
| YTD | +15.8% | -6.5% | +22.3% | +15.8% |
| 1Y | +27.2% | -14.9% | +42.1% | +28.0% |
| 3Y | +132.4% | +151.9% | -19.5% | +105.8% |
| 5Y | +72.6% | +9.4% | +63.1% | +49.3% |
| All | +149.5% | +16.3% | +133.2% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling