+526.2%
BE vs DASH
-2.8%
+529.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +8.3% | -14.7% | -10.4% |
| 7D | -12.1% | +17.2% | -29.3% | -19.6% |
| 30D | -30.1% | +3.6% | -33.6% | -32.1% |
| 3M | -12.1% | -1.9% | -10.3% | -13.1% |
| 6M | -30.6% | +15.1% | -45.6% | -38.4% |
| YTD | +130.6% | -12.3% | +143.0% | +131.6% |
| 1Y | +55.3% | -17.2% | +72.5% | +59.4% |
| 3Y | +1,755.6% | +114.7% | +1,640.8% | +1,011.3% |
| All | +526.2% | -2.8% | +529.1% | +297.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling