+134.2%
BKNG vs DASH
+16.3%
+117.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | +0.1% |
| 7D | -6.0% | -10.6% | +4.6% | -3.7% |
| 30D | -6.6% | +2.2% | -8.8% | -7.1% |
| 3M | +15.7% | +32.3% | -16.6% | +8.9% |
| 6M | +14.1% | +19.1% | -5.0% | +9.6% |
| YTD | -9.3% | -6.5% | -2.8% | -8.8% |
| 1Y | -12.8% | -14.9% | +2.1% | -11.4% |
| 3Y | +58.4% | +151.9% | -93.5% | +28.5% |
| 5Y | +114.1% | +9.4% | +104.7% | +71.4% |
| All | +134.2% | +16.3% | +117.9% | +84.6% |
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