+26.6%
BE vs DASH
-15.0%
+41.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.5% | -4.0% | -11.9% |
| 7D | -14.7% | +0.4% | -15.1% | -14.5% |
| 30D | -40.5% | -6.0% | -34.5% | -39.6% |
| 3M | -24.3% | -15.8% | -8.6% | -22.7% |
| 6M | -39.3% | +7.0% | -46.3% | -41.2% |
| YTD | +99.4% | -20.7% | +120.0% | +112.1% |
| 1Y | +26.6% | -8.5% | +35.1% | +22.2% |
| All | +26.6% | -15.0% | +41.5% | +22.2% |
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