+110.1%
BKNG vs DASH
+8.4%
+101.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.5% |
| 7D | -13.1% | -12.8% | -0.3% | -10.4% |
| 30D | -18.5% | -6.0% | -12.5% | -17.3% |
| 3M | +5.8% | +26.7% | -21.0% | +0.6% |
| 6M | -2.1% | +11.7% | -13.8% | -4.7% |
| YTD | -18.6% | -12.9% | -5.7% | -16.8% |
| 1Y | -21.7% | -23.1% | +1.4% | -18.6% |
| 3Y | +40.9% | +140.0% | -99.2% | +15.6% |
| 5Y | +91.0% | -5.1% | +96.0% | +56.0% |
| All | +110.1% | +8.4% | +101.8% | +68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling