-9.5%
DASH vs BAH
+10.2%
-19.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -4.5% | +1.7% | -6.3% | -4.8% |
| 30D | -6.8% | +20.8% | -27.6% | -9.8% |
| 3M | -20.7% | +11.6% | -32.3% | -22.3% |
| 6M | +15.1% | +23.1% | -8.0% | +10.4% |
| YTD | -24.3% | +5.3% | -29.5% | -25.7% |
| 1Y | -12.1% | +6.1% | -18.3% | -14.2% |
| 3Y | +91.1% | -27.5% | +118.5% | +91.4% |
| 5Y | -30.3% | +6.2% | -36.5% | -40.4% |
| All | -9.5% | +10.2% | -19.7% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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