-7.0%
DASH vs B
+134.6%
-141.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.3% |
| 7D | +0.4% | +9.6% | -9.2% | -1.5% |
| 30D | -6.0% | +3.5% | -9.6% | -6.8% |
| 3M | -15.8% | -1.6% | -14.2% | -15.7% |
| 6M | +7.0% | -1.7% | +8.6% | +6.3% |
| YTD | -20.7% | -5.3% | -15.3% | -21.1% |
| 1Y | -8.5% | +27.2% | -35.8% | -14.8% |
| 3Y | +101.8% | +166.1% | -64.3% | +52.3% |
| All | -7.0% | +134.6% | -141.6% | -27.4% |
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 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