+7.4%
DASH vs B
+153.8%
-146.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -4.2% |
| 7D | -10.6% | -1.6% | -9.0% | -10.3% |
| 30D | +2.2% | +9.4% | -7.3% | +0.2% |
| 3M | +32.3% | +5.0% | +27.3% | +30.5% |
| 6M | +19.1% | -3.5% | +22.7% | +18.8% |
| YTD | -6.5% | +4.5% | -11.0% | -8.6% |
| 1Y | -14.9% | +67.8% | -82.7% | -25.2% |
| 3Y | +151.9% | +196.7% | -44.8% | +89.1% |
| All | +7.4% | +153.8% | -146.4% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling