+592.7%
BE vs DASH
-1.3%
+594.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.5% | -4.0% | -9.1% |
| 7D | -14.7% | +0.4% | -15.1% | -15.3% |
| 30D | -40.5% | -6.0% | -34.5% | -39.3% |
| 3M | -24.3% | -15.8% | -8.6% | -19.2% |
| 6M | -39.3% | +7.0% | -46.3% | -43.7% |
| YTD | +99.4% | -20.7% | +120.0% | +110.3% |
| 1Y | +26.6% | -8.5% | +35.1% | +24.4% |
| 3Y | +1,616.9% | +101.8% | +1,515.2% | +1,001.3% |
| 5Y | +441.4% | -9.6% | +450.9% | +325.9% |
| All | +592.7% | -1.3% | +594.0% | +428.9% |
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