-5.8%
DASH vs BAH
+9.2%
-15.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -4.8% | -1.5% | -3.3% | -4.6% |
| 30D | -7.9% | +17.3% | -25.2% | -10.4% |
| 3M | -16.3% | +14.9% | -31.2% | -18.4% |
| 6M | +10.4% | +14.2% | -3.9% | +7.5% |
| YTD | -20.1% | +5.1% | -25.2% | -21.6% |
| 1Y | -11.4% | +2.1% | -13.5% | -12.9% |
| 3Y | +114.1% | -26.0% | +140.1% | +111.5% |
| 5Y | -5.8% | +9.0% | -14.7% | -26.6% |
| All | -5.8% | +9.2% | -15.0% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling