-7.0%
DASH vs BAH
+8.3%
-15.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.6% |
| 7D | +0.4% | -3.5% | +3.9% | +0.9% |
| 30D | -6.0% | +24.3% | -30.3% | -9.4% |
| 3M | -15.8% | +16.3% | -32.1% | -18.0% |
| 6M | +7.0% | +13.6% | -6.6% | +4.2% |
| YTD | -20.7% | +3.5% | -24.2% | -22.0% |
| 1Y | -8.5% | +2.7% | -11.2% | -10.1% |
| 3Y | +101.8% | -26.6% | +128.4% | +99.4% |
| All | -7.0% | +8.3% | -15.2% | -27.3% |
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 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