+46.5%
BKNG vs DASH
+145.0%
-98.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.3% | -1.4% | -5.0% |
| 7D | -7.9% | -11.2% | +3.3% | -4.3% |
| 30D | -15.9% | -7.3% | -8.6% | -13.8% |
| 3M | +11.1% | +31.4% | -20.4% | +2.5% |
| 6M | -0.7% | +11.9% | -12.6% | -4.6% |
| YTD | -15.4% | -11.5% | -3.9% | -14.1% |
| 1Y | -18.5% | -20.0% | +1.5% | -16.0% |
| 3Y | +46.5% | +143.9% | -97.5% | +13.0% |
| All | +46.5% | +145.0% | -98.6% | +13.0% |
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