-5.2%
DASH vs BB
+2.2%
-7.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.6% | -1.2% |
| 7D | +0.4% | +3.8% | -3.4% | -0.5% |
| 30D | -6.0% | -0.3% | -5.7% | -6.6% |
| 3M | -15.8% | -0.5% | -15.3% | -17.2% |
| 6M | +7.0% | +45.9% | -38.9% | -7.6% |
| YTD | -20.7% | +130.6% | -151.3% | -39.8% |
| 1Y | -8.5% | +89.2% | -97.7% | -27.3% |
| 3Y | +101.8% | +137.5% | -35.7% | +39.6% |
| 5Y | -9.6% | -20.9% | +11.3% | -23.8% |
| All | -5.2% | +2.2% | -7.4% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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