+7.4%
DASH vs BAH
-3.4%
+10.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.2% | -4.4% |
| 7D | -10.6% | -3.2% | -7.3% | -10.1% |
| 30D | +2.2% | +2.0% | +0.1% | +1.7% |
| 3M | +32.3% | -7.6% | +39.9% | +33.6% |
| 6M | +19.1% | -5.7% | +24.8% | +19.7% |
| YTD | -6.5% | -11.7% | +5.2% | -5.4% |
| 1Y | -14.9% | -27.4% | +12.5% | -11.5% |
| 3Y | +151.9% | -32.5% | +184.5% | +150.1% |
| All | +7.4% | -3.4% | +10.8% | -11.8% |
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