+1,616.9%
BE vs DASH
+94.3%
+1,522.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.6% | +3.5% |
| 7D | -14.7% | +0.4% | -15.1% | -14.9% |
| 30D | -40.5% | -6.0% | -34.5% | -39.2% |
| 3M | -24.3% | -15.8% | -8.6% | -20.1% |
| 6M | -39.3% | +7.0% | -46.3% | -42.9% |
| YTD | +99.4% | -20.7% | +120.0% | +112.8% |
| 1Y | +26.6% | -8.5% | +35.1% | +25.8% |
| 3Y | +1,616.9% | +101.8% | +1,515.2% | +1,089.8% |
| All | +1,616.9% | +94.3% | +1,522.7% | +1,089.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling