-12.0%
DASH vs BB
+89.6%
-101.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.6% | -0.4% |
| 7D | +0.4% | +3.8% | -3.4% | +0.2% |
| 30D | -6.0% | -0.3% | -5.7% | -6.3% |
| 3M | -15.8% | -0.5% | -15.3% | -15.9% |
| 6M | +7.0% | +45.9% | -38.9% | -2.3% |
| YTD | -20.7% | +130.6% | -151.3% | -36.9% |
| All | -12.0% | +89.6% | -101.5% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling