+4.8%
DASH vs B
+98.1%
-93.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.3% | 0.0% | +6.8% |
| 7D | +17.2% | +1.1% | +16.1% | +16.9% |
| 30D | +3.6% | +0.3% | +3.2% | +3.4% |
| 3M | -1.9% | +5.4% | -7.3% | -3.0% |
| 6M | +15.1% | +5.5% | +9.6% | +13.0% |
| YTD | -12.3% | -6.3% | -6.0% | -12.5% |
| 1Y | -17.2% | +29.4% | -46.6% | -22.1% |
| 3Y | +114.7% | +160.3% | -45.5% | +72.7% |
| 5Y | -4.3% | +144.6% | -148.9% | -24.0% |
| All | +4.8% | +98.1% | -93.3% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling