+532.2%
BE vs DASH
-30.7%
+562.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.6% |
| 7D | +10.8% | -4.5% | +15.4% | +13.5% |
| 30D | -19.8% | -6.8% | -13.0% | -17.6% |
| 3M | -18.7% | -20.7% | +2.0% | -9.9% |
| 6M | -33.7% | +15.1% | -48.8% | -40.9% |
| YTD | +121.0% | -24.3% | +145.2% | +140.2% |
| 1Y | +85.4% | -12.1% | +97.5% | +85.7% |
| 3Y | +1,709.5% | +91.1% | +1,618.5% | +1,037.0% |
| All | +532.2% | -30.7% | +562.9% | +390.2% |
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 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