+911.1%
BE vs DASH
+16.3%
+894.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.6% | +12.0% | +9.5% |
| 7D | +20.0% | -10.6% | +30.5% | +26.0% |
| 30D | +7.9% | +2.2% | +5.8% | +6.1% |
| 3M | -13.2% | +32.3% | -45.5% | -25.5% |
| 6M | +53.5% | +19.1% | +34.3% | +35.0% |
| YTD | +191.0% | -6.5% | +197.5% | +186.7% |
| 1Y | +360.5% | -14.9% | +375.4% | +372.6% |
| 3Y | +1,568.0% | +151.9% | +1,416.1% | +867.3% |
| 5Y | +1,055.2% | +9.4% | +1,045.7% | +735.6% |
| All | +911.1% | +16.3% | +894.7% | +621.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling