+101.8%
DASH vs BAH
-26.3%
+128.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.3% |
| 7D | +0.4% | -3.5% | +3.9% | +0.7% |
| 30D | -6.0% | +24.3% | -30.3% | -8.4% |
| 3M | -15.8% | +16.3% | -32.1% | -17.3% |
| 6M | +7.0% | +13.6% | -6.6% | +5.1% |
| YTD | -20.7% | +3.5% | -24.2% | -21.6% |
| 1Y | -8.5% | +2.7% | -11.2% | -9.7% |
| 3Y | +101.8% | -26.6% | +128.4% | +90.4% |
| All | +101.8% | -26.3% | +128.1% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling