+45.7%
BMY vs DASH
+97.8%
-52.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.8% |
| 7D | +2.1% | -4.5% | +6.6% | +2.3% |
| 30D | +7.0% | -6.8% | +13.8% | +7.3% |
| 3M | -0.9% | -20.7% | +19.8% | -0.2% |
| 6M | +14.9% | +15.1% | -0.1% | +14.8% |
| YTD | +22.8% | -24.3% | +47.1% | +24.0% |
| 1Y | +36.2% | -12.1% | +48.4% | +36.8% |
| 3Y | +45.7% | +91.1% | -45.4% | +32.2% |
| All | +45.7% | +97.8% | -52.1% | +32.2% |
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 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