+11.7%
DASH vs B
+120.9%
-109.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -4.3% |
| 7D | -10.6% | -1.6% | -9.0% | -10.3% |
| 30D | +2.2% | +9.4% | -7.3% | +0.5% |
| 3M | +32.3% | +5.0% | +27.3% | +30.7% |
| 6M | +19.1% | -3.5% | +22.7% | +18.8% |
| YTD | -6.5% | +4.5% | -11.0% | -8.3% |
| 1Y | -14.9% | +67.8% | -82.7% | -23.9% |
| 3Y | +151.9% | +196.7% | -44.8% | +98.0% |
| 5Y | +9.4% | +151.9% | -142.5% | -14.8% |
| All | +11.7% | +120.9% | -109.2% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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