+45.9%
BE vs DASH
-11.9%
+57.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.1% |
| 7D | -13.4% | -2.8% | -10.6% | -12.3% |
| 30D | -33.9% | -9.3% | -24.6% | -32.3% |
| 3M | -12.0% | -15.1% | +3.1% | -10.0% |
| 6M | -29.0% | +8.7% | -37.7% | -31.3% |
| YTD | +113.4% | -21.3% | +134.7% | +127.8% |
| All | +45.9% | -11.9% | +57.8% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling