+641.4%
BE vs DASH
-2.1%
+643.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -3.7% |
| 7D | -13.4% | -2.8% | -10.6% | -12.1% |
| 30D | -33.9% | -9.3% | -24.6% | -31.2% |
| 3M | -12.0% | -15.1% | +3.1% | -6.1% |
| 6M | -29.0% | +8.7% | -37.7% | -34.4% |
| YTD | +113.4% | -21.3% | +134.7% | +126.4% |
| 1Y | +33.2% | -12.7% | +45.8% | +34.4% |
| 3Y | +1,659.2% | +103.8% | +1,555.4% | +1,028.2% |
| 5Y | +461.4% | -16.8% | +478.2% | +359.0% |
| All | +641.4% | -2.1% | +643.4% | +469.5% |
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